The setup file in that download tarball associates the icon-extracting command to the MIME-type of the Nintendo DS file. If you use an older distro then you may have to associate the script with the generic application/octet-stream MIME type. The script filters by file name anyway. This association is not done using the usual Nautilus scripting method, where you add a script to
~/.gnome2/nautilus-scripts/, but rather using gconf variables.
If you need to uninstall the icon preview for some reason, you can run:
gconftool-2 -u /desktop/gnome/thumbnailers/application@x-nintendo-ds-rom
Oh, and while we're here I recommend you go and play the absolutely brilliant nostalgia-fest that is Manic Miner in the Lost Levels.