You have to put the gba games on your card.
You first patch the gba games with gbata (downloadable form this site).
Then you put the .gba files and rudolph's tool on your R4.
Open up rudolph's tool on your R4 to copy the gba file onto the 3-in-1's memory.
The 3-in-1 also works with the DSTT (top toy). I just got both, it's pretty easy. I haven't put any .gba games on the 3-in-1 yet but got the DS Opera Browser to work (after patching), so the "memory expansion" part of it works great and only took a minute to set up.