1. Put the microSD of the r4i on your PC. Download and install
this, use it to reformat the microSD.
2. Download the correct kernel from your manufacturer's website (it should be on the box or on the cart itself). Extract it from the zip file, and place it in the root of your microSD (not inside any folders). The website itself should have some instructions on this, often on their Download page.
3. Make a new folder, name it "Games" or something. Download your NDS ROMs (google them if you are not sure where to get them), extract the .nds files from the zip or RAR files, place those inside that Games folder.
4. Put your microSD back into your R4i, put your R4i into the Slot-1 of your DSi. Turn it on, and select the ROM inside the Games folder. Have fun!
If that does not work please tell us what error you received (be as detailed as possible), and what your manufacturer's website is, and we will try to help you further.