Step 4a: Already have DSiWare
First of all, make sure that the folder is spelled correctly. The folder should be named EXACTLY Nintendo DSiWare. Any derivatives of this (such as Ninendo DSiWare, Nintendo DSi Ware or DSiWare will NOT work.)
If you're using macOS or Linux, it is also possible to accidentally add a space to the beginning or end of the folder name, like so:
If it's named correctly, open the folder. What do you see?
Multiple files