Hey all ive just got an R4 and am really into the technical stuff on DS, i downloaded Devkitpro but cant find the EXE file, so i just gave up, i was wondering if anyone could point me in the right direction of an application used to program nintendo ds games and a tutorial would be real handy thanks heaps in advance

devkitPro isn't "an application used to program nintendo ds games", it's a toolchain (compiler, linker libraries, etc) used to compile code for the DS among other architectures...there's lots of info on their site on how to set it up and get started.

However, there is also PALib available, with plenty of documentation, which, believe it or not, is just extra libraries on top of devkitPro anyway...