I'd be interested to hear about the GBA Alpha one, as the only media players for the GBA I've ever heard of are GSM Player and Music Player Advance.
To the OP, I'd suggest first converting to high quality WAVE using a program like Wavepad, then using GBA GSM player. Once you've run the batch file once, you can delete the wave files since you don't need to convert them anymore. Save the converted GSM files in a different folder for backup.