Let's get programs!
What do you want to do with your R4? Play homebrew games? Listen to music on your DS? Other things? It's all very simple!
Make folders to organize the different files you'll be putting on your MicroSD card. This picture is just a basic example: feel free to add more or less categories.
Put homebrew games (.nds files) into the "Games" folder, music files into the "Music" folder, and so on.
Note: Be sure to look at installation instructions when downloading homebrew applications. Certain programs (such as DSOrganize) require files to be put into the root directory.