If you put the emulator on the slot-2 side, then you won't be using the R4, you'll be using whatever flashcart you have in the GBA slot. If you've got a CycloDS there, then the DLDI patch does not seem to be functioning, at least for me so far.
Try putting the emulator and files on your R4, but patch first with the R4 DLDI. Otherwise, patch the emu with the DLDI file for whatever slot-2 device you're using.
I for one would like to know how it works, since I haven't tried it yet. Too many of my favorites don't run with sound.