Cable? Mine never came with a cable.
Could be some random junk they sent you. I bought an R4i Gold from these guys once and it came with the flashcard, a microSD card reader and a Bakugan. The Bakugan was not part of my order.
you [can also] get to the system settings by holding start button, scroll to settings and hit 'A' then down to full or simple hot key. On mine you can get hotkey by pressing start (alone) and get multisave/cheat/patch mode by X button. while a game is selected.
on mym hotwky map R&L and select are indicated as active but it respods to R/L and Start as well which leads me to believe that the start and select in this DS2 is written as same, though not indicated on hotkey map. Thought I'd mention so if yours is the same you can avoid confusion..