Since you're using a snapshot, you'll be needing to download VisualBoyAdvance.
After you've downloaded it, load the rom and then click on
File -> Import -> Gameshark Snapshot.
Pick your snapshot and the save file should be loaded.
After that, save the game (inside the game, considering you have that option).
A save file should be created in the same directory as the game.
If the name of the save file is XXXX.sav (while XXXX is the name of the game) ,then do exactly what aiRWaLKRe said.
If the name of the game is XXXX.sa1 ,change the "1" to "v"
(XXXX.sav), and the do what aiRWaLKRe said.