The Action Replay can't back up HG/SS/Black/White, and it likely never will alone. You need something else:
http://projectpokemon.org/forums/showthread.php?16601-How-to-Backup-Restore-your-retail-cartridge-save-file-(D-P-Pt-HG-SS-B-W-Nearly-any-other-DS-game)
Can you not just overwrite the dsv file you loaded?
If not, you could try:
1. Save as a raw sav file
2. In DeSmuMe, File -> Import Backup Memory -> Load the file you just saved
So it doesn't appear AT ALL in the device manager, and every time you add and remove the adapter, no change at all is seen?
Check your virus scanner, as someone's MacAffe was overzealous in trying to ensure there are no viruses.
I may look into this further and attempt to make a direct converter. For now, the above will do (with a few revisions, like the below).
What you REALLY DO NEED:
-A slot-1 flashcart. The Action Replay DSi with a microSD card slot counts as long as the MicroSD is 2GB or less. Any Action Replay DS unit without a microSD card slot will not work.
What you probably don't need unless you are using a really old flashcart or the Action Replay DSi (or Media Edition):
-Any DLDI patcher
If anyone else has this problem, I wrote a program to do this a while ago (plan on re-writing it):
http://www.uniquegeeks.net/apps/imgresize/publish.htm
The Target Size will apply to whichever side is larger.
Varies:
I pick Pokemon with the best look, just sometimes checking to see that their power can back it up. Sometimes not even that, just personal preference that others may not share. Sometimes they might not be the strongest or the best design.
To rephrase what Shiny Sheimi said: there is no way besides a USB adapter to backup save files, with a 3DS or DSi. If you had a flashcart and a DS lite/original DS, THEN you would be able to use homebrew.
http://projectpokemon.org/forums/showthread.php?16601-How-to-Backup-Restore-your-retail-cartridge-save-file-(D-P-Pt-HG-SS-B-W-Nearly-any-other-DS-game)