How to properly setup online features?

I've got a N3DSXL running on sysnand 9.0.0-20U and RX-Tools installed on my emunand, running RX-E 9.0.0-20U. I'm pretty sure I've unlinked the two as well. I've got both the Gateway Red and Blue cards, a Sky3DS card, and a R4i card. I currently own Pokemon Diamond, Soul Silver, and White. I've installed a pirated Omega Ruby .cia on my emunand, and have completed the game. I'll probably go to the store this weekend and actually buy the game now.

Now, I want to transfer Pokemon from White to...

How to properly setup online features?