I've realised the problem why I thought the files were still downloading and taking ages was that they'd actually downloaded but then went on to upload back to other people on the internet.
So I've saved the .nds files of the different games in a folder. I have my R4 card and a micro memory stick thing. I've watched a tutorial on YouTube.
I put the micro memory stick in the laptop, I send the .nds files to the memory stick. I've removed the memory stick and put the tiny square bit in the R4 card and placed R4 card in DS. I then just get a black screen that says "Loading". Never goes any further.
What with this and the new format I am in a very bad mood today.