OP,
It was a while ago but I think I looked up how to set Nintendo parental controls on youtube. You can access and download games, I can't remember if what else it can do. I remember putting some parental control on it, and one of my kid's friends disabled it. They didn't do anything inappropriate though. My kid isn't that wily, but it just goes show you that kids probably know more than us, and we need to monitor to some extent on our own.
The DS has many great games and one of the nice things about downloading to the device is that you don't have to keep track of those damn cartridges. The Nintendo site will tell you which can be downloaded. Common Sense Media has good reviews of the games.