Wow, a double double posting o.0
@Liquidsnake1 : Pretty much I think you just extract the original moonshell2.05 and then move over the moonshl2 folder to your root, make an empty folder called moonshl (a dummy folder) still in the root, and then move over the _directboot_moonshl2.nds to the root as well. Then rename the _directboot_moonshl2.nds to moonshell.nds...At least, that is what the guide in the beginning of this thread says. (I don't have a cyclo so maybe I'm totally wrong...)
@Homebare : Music should continue playing even when the DS is closed since there are only three options for playback (shuffle, repeat one, repeat all). If you are talking about the music not coming out from the DS speakers while the DS is closed, then that is because Moonlight changed it to play from the audio jack when the DS is closed.
That reminds me, maybe we should all come up with some more FAQ questions to add to the FAQ section of the guide lol (Two questions doesn't really cover much ground).