Downloading games for NDS

This is my first try at downloading games onto a micro SD card for our NDS. First: Am I limited to picking games from the American region, since that is where we live? Second: I downloaded a few games, Littlest Pet Shop and Percy Jackson, but they only showed up on the SD card while the card was in the computer but not once the chip was in the DS. These file icons looked different as well and they were a WinZip file where the other games already on the SD card were not. I could not change the file type when trying to download. Can someone please walk me through how to download games from your site to an SD card? Thank you!

First: No
Second:You have to extract the files using WinRAR first.Here's how.