I moved this to a different section since it has nothing to do with the modding guide.
To play Newer Super Mario Bros., you have to have the New Super Mario Bros. game on disk, a modded system so you can run Riivolution, which will use the game data available (stored on SD card) as game patch data to patch the game from the disk in real time (similar to how PS3, 360, and Wii U game patches work).
It's "free and legal" since it requires that you play the game from the game disk and the patch to "Newer" is available for free by the devs.
It won't "break" your softmod, as you still need it softmodded to use it. It won't affect any of your other apps, such as USB Loaders, in any way, as it's run through a separate app in itself.
I've never done this, so I can't help with the setup, but seems the devs have a good walkthrough on their site on how to install Riivolution and get "Newer" running. Find more info at http://newerteam.com