Most common issue which cause "freeze on loading screen" on R4DS is the nds file was stored inside "GAMES" folder. YOU DON'T NEED TO CREATE A “GAMES” FOLDER. USE DRAG & DROP AND TRANSFER YOUR NDS FILES IN TO MICROSD ROOT FOLDER, NOT IN GAMES FOLDER !.
The second common issue is incorrect firmware being use. Please make sure you follow the instruction below and installed a fresh download firmware from the link below.
R4SDHC user guide video clip: