Wood R4 is an alternative firmware for the standard R4. Before using wood R4 you should check if you have an original R4. You can check this by looking at the box and cartridge. If it says " R4 revolution" in green without mentioning SDHC or the DSi, then you most likely have an original.
Ok now on to installing Wood R4. Wood R4 is regularly updated and news about it is posted on http://www.gbatemp.net Keep an eye on their homepage to see if a new version has some out. Now to install Wood R4 you go to the download page. The latest version is 1.24, which can be downloaded here: http://filetrip.net/f24012-Wood-R4-1-24.html After downloading the .7z file you can extract it with 7zip or peazip (it is the same as a zip file, only smaller).
After extracting you will see the folder Wood R4x.xx (x.xx is the version name) open this folder. In this folder you have another folder called "_rpg", a file called "_ds_menu.dat" and two text files. You can ignore the text files and put the folder and _ds_menu.dat onto the root of your micro SD, replacing all files that have the same name (you might want to back them up first in case something goes wrong). After doing this you can start up your R4 and you should see the Wood R4 menu. Your R4 is then ready to play ds games. If you get an error, then you have a clone and you cannot use Wood R4.
Note: Wood r4 uses *.ds.sav instead of *.sav for saves. You can alter the *.ini file in the _RPG folder to set Wood R4 to use *.sav files. You can also rename your saves to *.nds.sav
Note 2: If you cannot use Wood R4, you might also try using YSmenu, instructions on how to use it are found here (explanation is quite lengthy): http://gbatemp.net/t164359-guide-to-installing-uninstalling-ysmenu-on-the-r4