Hopefully I get the steps right - doing this from memory, but I just set one of these up for my wife:
Use the SD to MicroSD card to put the card in your PC. Format the MicroSD as Fat16 using
MiniTool Partition Wizard - Just make sure you *pay attention to which card you are formatting*.
Place your MicroSD *inside* the MiniSD adapter - then it goes in the EZ Flash IV.
Use the
EZ Flash IV AIO Utility to transfer your roms (hopefully you've already figured out where to get those) to the card after formatting.
You can't just dump files on the card - they have to be loaded with the utility, creating fake save files for each game.
Visit
this thread for help with updating your card's kernel once you feel like things are set up correctly.
I haven't messed with NES emulation yet, but -- hint: 'PocketNES.gba'