R4DS

An ongoing title I ran throughout youtube was, "Loading..problem."
Nothing hard to fix.
Of course I only have experienced the R4DS, or the R4-III Upgrade which is a copy of the R4DS, even though it's almost impossible to tell the difference.
Explanation, the microSD needs four files that you can download at the manufacturers website which makes the whole R4DS what it is.

First things first, figure out if your card is an "Original" R4DS card, or if it's a copy from the R4DS.

Original R4DS
If you are positive you own a legitimate R4DS, which only supports 2gb, then just go to their websites download page, or click here.

R4-III Upgrade
Now if you got the R4-III Upgrade that supports up to 32gb(untested), like I did, you probably figure out that their website that is even printed on the box itself is down every now and always. I did a little bit of research, and I do mean little, and found this other website that does the job. Here is the link.
Click here
Just download it in your language of course.

Instructions

You should unzip the folder and will have two folders, three files, and a word document. Create folder with whatever name you want for the NDS roms, and put them there. Simple. Same for music, make folder, drag-n-drop like it says in the box.
Videos I have no clue.

***Also a pointer, some .mp3 do not work, they make some high pitch sounds and the voice is lowered and slower as well, kind of hard to miss. Don't even try putting apple sound files for they will not work either.***

***Another thing, no, you cannot play gba roms with the R4DS, so don't ask. Maybe in the future who knows.***