not sure what you really mean, but heres several answers
if you mean go back to the console menu:
if you are using an original DS you don't.. same with official games, if you want to enter the DS menu you must turn off the console
in a 3ds you can press home to exit and go back to the 3ds menu. not sure about the DSI
if you mean you are playing a game and want to go back to the DSTWO menu:
it's a configurable button combo, i think the default is L+R+UP*X or something like that, you can set it up in the menu (bottom left corner in the default skin IIRC)
if you are navigating the folders in the DSTWO menu and want to go back to the DSTWO initial screen where you selec the plugins, B (if you are inside folders press it several times)