Okay. The R4 is a memory card reader which you can slot into your DS. Basically, you put 1001 DS/GBA games into the SD card, then you slot it into the R4 (Memo card reader), then slot it into the DS and play. This way, you can play w/e games you want for free. You can also watch videos on your DS, and play music/MP3.
It's illegal.