The simple way is to make sure that the root directory of the card contains the files from the CD.
The root dir should hold:

_system_ - Folder
moonshl - Folder
_DS_MENU.DAT - File
_DS_MSHL.NDS - File

This is for the V2, the v3 is similar though, but with slightly differing file names.

You can then make a dir called games and drop roms into there, or the roms will also work from the root dir.

The root dir is the card itself, with no folders made inside it.

If you open up your card in windows and you have to click a folder to see the files I have mentioned, you've done it wrong.

You have to make sure they are the first files you see when you open the card in windows!

Hope this gives you aids.