What do you need?
Unlike the PSP, playing file games, which is in ROM extensions do not require alot of modding. All you have to do is to buy a flash cart. There are many brands of flash carts but the most reliable and common one is the R4.
R4 package includes a NDS card with a slot to put the micro SD, a micro SD reader, installation disk and a NDS card case. The package usually comes with 2GB Micro SD
Installation
Installation is just pretty much copy and paste. Plug in the disk and your Micro SD in the reader. Open up your disk and open folders until you see 4 files which are SYSTEM, MOONSHELL eg.... Copy everything and paste into your SD. Do not delete anything or you will have to do the proccess again. Place your ROMs in the root directory of your memory stick.
Thats pretty much it. Have fun.