Power on the Nintendo DS and launch the Internet browser from the main menu. Make sure you have a memory card inserted into the memory card slot. If you don't, the Nintendo DS has no available space for downloading.
Select the category from which you want to download (the DS download store loads onto the screen automatically).
Select the actual game you want to download, then fill in any purchase requirements (such as billing address and phone number), then submit the purchase. The file will begin to download directly to the Nintendo DS's memory card. Do not shut down the DS during the download process.