Yep, Zhen is correct. Put all your scripts/data files into the scripts directory, and then run PACK.BAT. This will create something like DSLUA-PACK.NDS (and some others). You can run DSLua-Pack.NDS in Dualis. That is the way I do it as well. Much easier/faster than putting stuff on the CF everytime.

Oh yeah, on Windows, I changed my .NDS association to Dualis, so you can just double click on the .NDS file to run it. You can also add the line "START DSLUA-PACK.NDS" to the end of PACK.BAT to run it automatically after running the batch file.
Waruwaru