The r4ds may come either as a blank card, or as one with vital data already loaded into it. This depends on where you got the card.
If it seys that the ds_menu.dat is missing, try going to the r4ds's homepage (www.r4ds.com), click on "english" at the top left of the screen. then, go to the downloads tab.
Click on the newest kernal (which I suppose is 1.18 right now, the one I have), and download it. When you get it, unzip everything inside it.

Plug your r4 microsd into the computer (may require additional attachment), and open its file.
Then, take your games (preferably in a convenient "Games" folder within the r4 chip), and temporarily move them somewhere safe.

If you already have most vital parts, and are missing just a few, you can see how the new kernal resembles the one you have. Copy everything from the new kernal you just downloaded and paste it in the same place where the one in your chip is (basicaly, the ROOT). Replace all files. (Note: if you didn't have these, and just have an empty card, you just copy and paste without the whole replacement bit)

Take your game folder and reinstitute them back at the ROOT.
Remove your chip 9following safety procedures)....Plug it into the blank cartridge...plug that into the DS...turn on the ds...and VOILA! it should work now :)