This guide is now outdated.
You can now install the DSi Homebrew Menu as a CIA here:
http://gbatemp.net/threads/dsi-homebrew-menu-directly-on-your-home-menu.416791/
Note that you must have patched TWL_FIRM before it can run, look here for a guide on that topic:
...
[Guide] Easily Installing SudokuHax on CFW
You can now install the DSi Homebrew Menu as a CIA here:
http://gbatemp.net/threads/dsi-homebrew-menu-directly-on-your-home-menu.416791/
Note that you must have patched TWL_FIRM before it can run, look here for a guide on that topic:
...
[Guide] Easily Installing SudokuHax on CFW