an r4 is a flash card that needs an SD micro flash card (to hold all the games) and it allows you to play downloaded roms on your NDS so you dont actually have to spend $30+ on each game
you just download every NDS rom you wanna play, slap those puppies on the SD micro card, throw the SD into the r4, and plug the r4 into your NDS and play! the best part is, there hasnt been any downsides to playing with r4, each game still has online capability!