OK, heres what to do. Download Rudolfs GBAExploader (google it). Put all your roms in a folder called GBA in the root of your flashcard. Run GBAExploader, and select (using L and R) either PSRAM mode or NOR mode. NOR mode is slower but bigger, PSRAM is smaller but WAY faster. When you select a GBA rom, it will ask you to save SRAM to a sav file. If you havn't run a GBA rame before, press B. Then, it will ask you to load a save game. If it's a new Game, press B again. Now, after the rom has loaded, it will boot the GBA game.
After you have run the GBA game, go back in to GBAExploader and backup the SRAM to a save file, for you to load later.