AKAIO does have built-in GBA support but, for me, there were some save issues. Normmatt, developer of AKAIO, came and claimed he fixed them but I know what I'm doing and the game still had problems. Another World, Head of the Magazine Staff here on GBATemp & has worked closely with the AKAIO Team, then stated they had saving issues on v2 3in1's. That's the version I have and the version ShopTemp sells. I'm unsure whether the save problem's AW was referring included my games, but in any case, GBAExploader can play most games flawlessly. The games I was having trouble with were Pokemon Emerald, FireRed, & LeafGreen. I'll test again later.
If you wish to go down the exploader route, download the homebrew with the link tk_saturn gave you in his first post of this thread. Then download the official firmware and take the ak2sd.dldi in the __ak2 folder and move it to the __aio folder on your MicroSD, overwriting the existing file. Run GBAExploader and navigate to your game. Read the bottom panel and press the button to start a new game. The game will execute. Once you done and you've saved, turn off the DS. In the next boot up of GBAExploader, it will ask you where to backup your save. Just choose the SAV slot each time to keep everything tidy. If you'd like someone else to play the game and you'd like to have save slots like you do in AKAIO with NDS games, then simple start a new game in GBAExploader and save it. Upon boot up choose Slot 1.
