somebody told me that i could play movies on my ds lite if i buy an sd card for it. I ordered one off amazon

http://www.amazon.com/gp/product/B003J9BMLA/ref=os...

here it is. then someone told me it will not go into the slot, and said to get an r4 card for it. can someone clear this topic up for me?

i do not see where to put this blue card into> i have a ds lite and it does not have the sd card slot. its a big sd card not a little one