I had the same issue with patching Advance Wars with GBATA. VBA wouldn't play it and it would play, but not save on the EZFlash V 3-in-1. However, when I used the EZ4 client to do the SRAM patch it worked fine on both VBA and the 3-in-1.
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much