Why would you need to flash your DS for it when it is going directly into the DS slot? You flash your DS or use a passkey when you are running code from the GBA slot....but it seems to me that the DSLink is running directly into the DS slot.
There is another thread around here on the DSLINK that says it does not have the chip onboard to bypass the security of the DS so you have to have your DS flashed in order to use it... the other option is for them to rewrite some code on their existing chip to bypass the secruity but that will cost more money and time so, from what I've read, in order to use the DSLINK, just like the big cock said, you need to have flashme on your ds... which I do... so bring on the DSLINK!
Sorry for the layman's explination, take a look for the the thread on the dslink it goes into better detail.