Unfortunately the answer to your questions is "not cheaply", although
if you shop around it probably isn't too bad. You need a special
cartridge that looks like a normal game cartridge but it allows a
micro SD card to be inserted into it. Once you have the cartridge and
the micro SD card you simply put JACL on the micro SD card, the card
in the cartridge and then the cartridge in the DSi. I bought the M3i
Zero which I have been pretty happy with, although I hear the R4i is
good too. I have also transferred some of my favourite DVDs on the
cartridge for a bit of portable TV watching which is fun too.
It's a shame you can't just put software and movies straight onto the
normal SD card that goes directly into the side of the DSi, but
unfortunately that can only be used for music. I can understand
Nintendo being concerned about piracy, but it is frustrating when you
are happy to buy your games and just want to do a bit of homebrew
development.
By the way, you'll probably hate my new keyboard implementation, it's
not exactly intuitive, but it doesn't take as long as you might think
to learn and being able to put the game text on the touch screen (and
therefore select words from the text) makes playing your average game
quite quick and enjoyable.
Regards,
Stuart
Stuart