Some programmers are able to program things that work on the DS (games, tools, etc.), without having Nintendo sell it in stores on cartridges. Some unofficial devices, called flashcarts, can run these on the DS hardware. Some homebrew programs are great. Like Moonshell. It can play music and videos on the DS (though now DSi's and 3DS's have limited support for this). The homebrew linked to in the first post of this thread can backup and restore save files on retail cartridges, if you have the right hardware. If you have a 3DS or DSi and are new to flashcarts, I would just recommend a USB adapter like the the NDS Backup Adapter Plus, SMS4, or R4i Save Dongle.