Hacking Hard time with the M3 Lite,

[Stew Powder]

So... I just opened my M3 Lite the other day and it came with no CD, so I wen't on the web to try to figure out how to set it up, because I put the GBA ROMS directly in it (I'm only using it for GBA gaming) and it said I needed a NDSSAVES folder. So, I went off to my PC, created it but it would ask for it again. So, please help me set it up.

Tell me all I need to know about setting it to GBA gaming. Does it need patches, firmware updating, anything?

Thanks in advance.