I assume that you use Windows XP or higher and you have sufficient computer skills to follow through.
1. Unzip the zip file you’ve downloaded using your favorite unzip application. Keep it stored in a safe place for future use.
2. Remove your microSD card from the R4DS cartridge.
3. Insert your microSD card to the microSD USB adaptor that you got when you bought your R4DS.
4. Insert the microSD USB adaptor (where your microSD card is inserted) to your PC’s USB port. Windows will automatically detect it.
5. Go to My Computer. You’ll see a new drive in it. That’s your microSD card. Double click it.
6. Copy the .NDS file that you unzipped on step 1 and paste it on the drive that you opened on step 5. Never paste it to any directory. Just paste it on the root directory. You only need to copy the .NDS files, no more, no less, just ignore the other files that goes with the zip file.
7. Safely remove your USB drive when done copying all the NDS files. It was simple right? Now you know how to copy DS Lite games into your R4DS.
8. Remove the microSD card from the microSD USB adaptor.
9. Insert the microSD card to your R4DS cartridge.
10. Insert your R4DS cartridge to your Nintendo DS Lite.
11. Turn on your Nintendo DS Lite. If you followed all the directions above correctly, you’ll be able to see the copied games on the list of games on your R4DS now. You can now enjoy playing your DS Lite games!
Unless you have the original copy of the game and you’re just copying the backup is not illegal. It's what you do with it that could make it illegal. Just copy your back-up games and enjoy playing!