Have you tried all the usual stuff like reformatting the MicroSD card, installing the latest firmware etc.? Is it all games that the save corrupts with or just some?
I don't think it's the R4. It maybe the micro SD card you are using. What type and size is it, and how long have you had it for and how are you re-formating? It may useful to next time state all the information straight away when you post a new topic.
It's most likely the MicroSD or the MicroSD reader. Try another MicroSD and another MicroSD reader and see if it works.
EDIT: Also try deleting the _DS_MENU.SYS
It looks like you've got a dodgy MicroSD->USB converter. Are you using the one that came with the M3? If you are try picking up another one from a local electronics shop. Or it could just be a dodgy USB port on your machine. I've got one port where if I use it to write to my card it cuts off half way through and I've got to unplug it and plug it back in. All my other ports work fine.
Your choice... but you know m3 reals are suposedly about the same as g6's except they use microSD. but the m3 at dealextreme.com is only 34.90 w/ rumble pack, so alot cheaper.