There are loads of threads on this site alone trying to get the R4 to work, here is my thread that will hopefully enable you to get your R4 up and running.
First this is the list of R4 cards, complete with the home sites to get the correct firmware from.
4) Ensure the SD card is seated correctly in the R4 before putting into the DS.
5) If the card is not seen by the DS try the paper shim trick - if the contacts to the DS are not good enough then the unit can not draw enough power to run. Put a piece of folded paper or thin card between the DS and the cartridge to push the contacts together
6) Unless it specifically says - the unit can take up to 2GB micro SD's, if it says SDHC then it can take up to 32GB. If you have both then initially always try the 1 or 2GB one.
7) Ensure the clock is correctly set on the DS - this upsets some R4's causing it to freeze
8) At the firmware stage do not put any roms on, get it past the loading issue first. Once past the loading issue put 1 known good rom on and see if you can get it to run (some firmwares will boot on other cards but will not run a rom)
