Here is an example of how you would get DSLive weather to function properly on an EZ4 or 5:
Download
this and unzip it somwhere. There are three tools in it that you'll use. Note: I probably won't leave the file up there for very long so don't be surprised when the link goes dead.
Then grab
DSLiveWeather and unzip it somewhere... I'd suggest the same place you unziped the other file.
In the DSLiveWeather folder find the .nds version, this is the one you'll be working w/. I'm just going to call it DSLW.
In either set of the following instructions a new file will not be generated, the file you used w/ either tool will be the one that you need.
For EZ4:
1. Run the DLDITool and make sure that the DLDIFile field says EZ Flash 4, if doesn't change it.
2. Click the ... gadget to the right of the Binaries field and select the DSLW file.
3. Click the patch button.
4. Rename the DSLW file and change the .nds to .bin
For EZ5:
1. To make this easy, copy the DSLW file to the DLDIFixV directory.
2. Drag the DSLW file on top of the DLDIfixV.exe.
Copy the DSLW file to your SD.
Create a new folder on your SD called DSLiveWeather.
Run the DSLW file from the EZ4/5 menu like normal... Not from Moonshell.
Really, I suppose that's an example of DLDI patching, but I thought I'd give Verocity a hand as well. DLDI allows homebrew to read/write from/to your flashcart's removable media (eg SD). Not all homebrew uses this, but more and more is, so it's a nice thing to know. If the homebrew you want to use supports DLDI (check the docs), you'll need to do the above to get it to work properly. When you download homebrew for the DS it will usually come as a .nds file, a .ds.gba file or both. When using homebrew that supports DLDI use the above methods w/ the .nds version, in my experience patching the .ds.gba version doesn't work.
"So what's the DSLazy tool for then?" Well, that applies the loader/header others spoke of... Fast9161's method works as well, but is probably a bit cryptic for those not familiar w/ a DOS prompt. .nds files do not have this loader and .ds.gba files do. What this loader is/does isn't as important as is the fact that most .nds files are going to need it to work on an EZ4... I haven't found anything that needs it on the EZ5, though. .nds files don't have this loader and .ds.gba files do, if the homebrew you want to use doesn't support DLDI and comes w/ a .ds.gba version just go a head and use that. If it does support DLDI or only comes w/ a .nds version then sometimes just changing the .nds to .bin is enough to get it working on the EZ4 (DSLW being an example)... But more often you are going to need to use DSLazy on it. I'd just try changing the /nds to .bin first, if it does load try DSLazy on it.
Oh, and if you're using DSLazy w/ something that supports DLDI, make sure you do the DLDI patching first.