devkitPro

What is devkit, How do I use devkit?
Can someone answer these questions for me?

http://wiki.devkitpro.org/index.php/About

which particular devkit were you interested in?

I'm interested in DevkitARM to compile for the DS but I don't know how to use it, can you tell me?

I think that we need a little more information before we can answer you. What experience do you have at software development? What programming languages have you used, and which ones do you feel more comfortable using? What OS do you have on your computer(s)? Are you comfortable operating on devices whose memory is way more limited than, say, regular desktop PCs? Are you, also, accepting on learning new libs, following best practices, and in general, getting yourself into a different way of doing software development for devices like the DS / Wii?

I know/learn C and C++, I'm most comfortable with C++ and I'm using a windows xp laptop.

Then you're lucky, setting up devkitARM is ridiculously easy on Windows thanks to the devkitPro updater.
Note that you don't need devkitPPC (GCN/Wii development) nor devkitPSP (no explanation needed), so you can safely uncheck the corresponding checkboxes.
Once you've installed devkitARM, open the command prompt, cd to c:\devkitPro\examples\nds\hello_world and type make to build the example hello world program. The resulting binary will be called hello_world.nds, which you can either run with an emulator or transfer to your flashcard.

Happy DS devving ;p

Thanks! Do I just edit the main.cpp and use cmd to make my nds?

Yes. You can also add other .c/.cpp/.h files if necessary.
Also, the template source code file is called main.c, this does not let you use C++. In order to do so rename it to main.cpp.

Ok, I understand now. Thanks.