That Version are you on? (ie. 4.1U, 4.1E, 4.2U ...) If you are on 3.1-4.1, use this guide. Or if you are on 4.2, use this one or this one. Both of those tutorials are very easy to follow. The SD Card can be used for whatever you want after, but if you want homebrew apps/games, you need a SD Card. What do you mean 'change the games', if you mean play different backups, you can just delete them off your USB Hard drive, or just get rid of the burned DVD-R. I think if you use a USB Hard drive, you can just easily put on, or take off whatever games you want, or don't want, rather than burning every game you want.