Yeah, but the only way I know is to use ReinMoon... and that requires a slot-2 flash cart. I don't know if we can do it with only the R4...
EDIT: I just remembered about SavSender. You need to use your computer with wifi to backup/restore your saves to your retail cart. Read about it here: http://www.scdev.info/forum/index.php?topic=9915.0
SavSender is nice, but doesn't work with all save types. If you have a slot 2 card, Rudolph's 3in1 (if you have one) and slot2 tools work wonders for managing saves between roms and retail carts.