I have just bought a r4 SDHC for my sons ds and it just brings up the red menu? sign in the top screen

There are several different versions of software for the R4 cards. If your R4 card has 'R4i Upgrade' and 'V1.4' in a yellow star on the front or just 'R4 Upgrade' then download this software - http://de.r4i-sdhc.com/R4i%20English%20V1.14b.rar
If your R4 has 'R4i Upgrade' without the 'V1.4' yellow star then download this software - http://de.r4i-sdhc.com/R4i%20English%20V1.09b.rar
If you do not already have 'WinRar' installed then download and install it here - http://www.rarlab.com/rar/wrar391.exe
When you click the correct link above choose 'save' and save the file on your computer. When it has downloaded insert your R4's SD micro card into the USB adapter put it into your PC. Go to 'My Computer' and look for the SD card drive, probably called 'Removable Disk'. right click the drive and select 'Format'. Check the box to allow a quick format and wait for it to complete. After open the drive by double clicking it to display an empty window and then minimize it to the taskbar with the '-' command in the top right of the window. Next go to the location where you downloaded the software above, usually 'My Documents' or the 'Desktop' by default. Right click the file and select 'Extract Files...'. Click the SD drive you just formatted, i.e 'Removable Disk (E:)' to highlight it in blue and then click, 'OK'.
You may now copy your .nds game files to the SD card or insert it into your R4 cartridge and your DS.

Http://www.r4sdhc.com/

goto kernel download at the top of the above page. there are instructions on there.