Yes, you can do that, you can download the Super Mario Cart rom from various sites which is legal as long as you own a copy of the game. You then use the game manager software that comes with the m3 (d/l the latest versions of the software and firmware from the m3 site first of all) to write the rom to the sd card. The game manager software writes a .dat file for each game written that the card uses to save each game's saves to. Once you have the rom to write, look it up here: http://m3wiki.emuparadise.org/index.php/M3_NDS_roms to find which settings to use when writing the rom.
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