I don't know for sure, because mine is having the same problem.
Hi, you download the wrong kernel. The R4i SDHC card shows: "menu?", it mean it can't recognize the software. You must go official website, and download the latest r4i sdhc v1.47b kernel for use.
To play Kingdom Hearts 358/2 Days on an R4i Gold, first download the game ROM and ensure it's compatible with your R4i Gold card. Next, transfer the ROM file to the microSD card used with your R4i Gold. Insert the microSD card into the R4i Gold card, then place the card into your Nintendo DS or DS Lite. Finally, power on the device, navigate to the game in the R4i menu, and select it to start playing.
This is what it looks like
You can download r4i sdhc kernel latest version from r4town.com. they also offers some DS games for free download.
of course, new r4i v1.6 kernel can work on all below version of r4i card, including r4i v1.4 kernel.
For r4i gold from r4ids.cn, the latest firmware is wood r4 V1.46; for r4i gold V2.0 from r4ids.com, it is the AKAIO V1.8.6 kernel; for r4i-gold card from r4i-gold.com, the latest software is r4i V1.71b.. Now it is already wood r4i v1.51b.
IF that is happening on your r4i there is something wrong with your r4i. It has nothing to do with the sd card its the r4i.
You can buy R4i cards online.
a plan menu
No. R4i and R4 are not illegal. R4i and R4 are only illegal if they have games on them.
r4i gold and r4i sdhc card are most popular in players. both of them can support 3ds, dsi and ds lite. but personally, I think the r4i gold card has better compatibility.