Stupid ? Prob but please help on converting?

ok u download a ds game from here its in what format? and what format do u want to convert it to put on SD Card to play in the DS?

The downloaded DS game will be in a RAR archive (.rar) so you will have to extract it using a program called WinRAR.
Right click and extract the .rar file. You will now have a file with the "name of the game" ending with ".nds". You will then transfer this file to your microSD card/R4 card games folder to play on your NDS.