"firmware" does not exist as such. You have the loader which you flash to the cart (called ezfla_up.bin).
The most current one is modulo's hacked loader available with the client pack.
Here is a pack I put together a few days back: http://gbatemp.net/index.php?showtopic=133721
Simply copy it to the root of the memory card and hold R when booting up. Once it has done you can delete the file.
If you want to change the pictures you need to rebuild and reflash the loader. EZSkinner is the main tool for this: http://ezflash.sosuke.com/viewtopic.php?f=13&t=1590
With regards to saves, they are found in the saver folder of the memory card you are using.
They need to be same name (other than the .sav part) as the rom to load.
If you mean you have a gameshark version or similar you need a "battery file" version of it, open the save in visual boy advance and then press the file menu, export, battery file and continue as above.
Unless you go for some of the cheaper sites that lose packaging for cheaper shipping the EZ4 would have come in a box with the EZ4, an SD reader and a USB extension cable.
Some retailers bundle a passme/nopass but it is by no means a standard feature. If you can borrow a a nopass or a DS slot/slot1 flash cart they should have a nopass function inbuilt which allows you to run flashme ( http://home.comcast.net/~olimar/flashme/ ) which in turn means you do not need one.
the "This occurs after you have posted 5 messages on the forums. Your account will be automatically upgraded to 'Newcomer' within the hour, unlocking additional features such as posting links and more." message wont go away