Finally the new games that I downloaded for my r4 ds lite works. ( I used to get a message "save file cannot found, turn off power and reinsert card)
For those people who are having same problem, here's what you should do.
1. Download Winrar if you don't have it yet. then save to your file, name it "ds games" or whatever you like. (easy to find the program later on)
2. Download the new version of R4 kernel 1.18, make sure it's the english version if your are using the english version before. (r4ds.com)
3. Insert your memory card into the micro reader and into your usb port and open. Just in case, copy your games and if you have ds theme copy all into your computer (copy and paste into your computer.) Just in case there's something happen during download.
4. Open the DS game file, where you had put the new kernel. It should say "English-1.18 WinRAR archive" double click to open it, under "English" double click to open. There should be 4 files in there. (system, moonshl, _DS_MENU.DAT AND _DS_MSHL.NDS) Drag all or one at the time these file into your memory card. It will ask you if you want to change the file, just click "YES" to all.
That should do it. I hope I am able to help you guys. Enjoy playing!
:)