The last post in this thread is over 60 days old. Posting in this thread will be considered a bump, so please make an attempt to be courteous if you go ahead with it.
If the last post is over 6 months old, it may instead be a better idea to start a new topic. If you aren't sure about what to do, feel free to ask a staff member for help, or try to locate a 'general questions'-type thread if it exists in this (sub-)forum.
1. Cave Story is on DSiWare. Just buy it. It doesn't exactly cost much.
2. You can't convert a wii binary into an nds binary. They are completely different systems with completely different limitations and instruction sets.
3. .bin is a generic binary format, it can represent absolutely anything, so please be more specific in the future.
I'm just going to assume that the .bin file you are talking about is encrypted (Chances are it came from an SD card that had a copy of the game. I know Wii and 3DS games encrypt them. Not entirely sure about DSi games because I've never owned one but I would never be surprised if it was encrypted).
I would also like to note that .nds files are just ROM images of Nintendo DS games.
So are you trying to ask us how to convert an encrypted downloadable DSi game into a ROM image of a DS game? If yes, then no.