I have placed my entire collection of music (22 CDs and 12 Downloaded songs) on my DSi and I'm going to tell you how.
Download iTunes 8 (Its Free):
(if you cannot select this link, try copying and pasting)
Why does this work? Because iTunes created Advanced Audio Codeing (AAC) format which is compatible with iPhone, iPod, and the Nintendo DSi.
If you need anymore help with your DSi or iTunes then email me at this site.