Can anyone please help me with downloading?

Hi right now I think im in the right place to start this topic ( I wasnt earlier sorry..oops! :S )
Im new to this site & the whole downloading thing, im just trying to download my little girl a few games for her Nintendo DSi.......when I click download on the game I want it downloads almost instantly in 'Download manager' but then once its there iv not got the 1st clue about how to get it to the memory card in my usb port, do I need to convert the file in any way or somehting else?
I have tried clicking help on my Download manager but it tells me just about nothing! :(If someone could please help me it would be much appreciated! :)
Thanx :)

The download will be a compressed Rar file, you will need Winrar to extract the .nds file to put onto your microSD card, all is explained herehttps://www.romulation.org/forum/index.php?topic=3880.msg27034#msg27034

Ok ill have a look now...many thanks for the reply :)