I need R4 help!

I recently bought an R4 SDHC, it has the latest firmware from R4 but downloading just about any ROM from this site has no effect. No icon appears on the firmware screen. If its of any signifigance a lot of files from here are .rar files.Thanks!

Download 7-zip, use it to extract the file.(right click it, 7zip>extract here). Put the new ".nds" file on your MicroSD card.
Also, learn to use google.