Here is some setup intstructions I grabbed from a post by DjKaos over at dcemu:
Move all the files from \bin\split\mapr to \bin\split
Open \bin\merge.bat in Notepad
Find the line that says set HVCA_ARGV=-b split/hvcabase.bin hvca.bin split/mapper*.bin split/font*.raw and change mapper*.bin to m*.bin
Copy all your roms to \bin - make sure to copy disksys.rom too if you have any Famicom Disk System roms
Choose 4 : other or unknown
Rename hvca.bin to hvca.gba
Copy hvca.gba to your flashcard
yes it is, drop the rom and a 64k .sav file of the same name together on you're mem card and just play.
1) Save in game as normal
2) Hold (L+R) to get to the pocketnes menu and then save the savestate.
3)return to game and use the (L+R+Select+A) to save to supercard.
When you next load the nes rom, start the game then hold (L+R) to get the pocketnes menu and choose to load savestate
edit.. if you look in the folder you're SC client is installed to, you will see a ready made "NesFileName.sav" save file, you can copy and re-name this to match you're nes rom (keep the .sav extension obviously)