I found this on Gamefaqs awhile ago, thought it might come in handy...
Step 1: Use your Action Replay disc that came with the AR DS on your computer.. (KEEP IT IN COMPUTER)
Step 2: Connect your AR DS into your computer.. (AR DS into DS, then cable into your AR DS, other side into computer)
Step 3*: Turn it on, a pop-up window SHOULD go at the bottom of your screen (Computer)
Step 4: Tell it to look in your CD Drive. (For me, it would be I:/)
YOUR DONE! Enjoy using Vista with AR DS.
* - If you didn't not get this head into Device Manager. (My Computer, right click background, properties, then click on Device Manager on the following window)
Now, look for DS Link(I think thats it) and right click it, go to properties.
Now, go to Update Drivers.. and tell it to look in your CD Drive.