Instructions
Look through your Game Boy Advance game instructional manual to learn how it handles game-saving. For example, certain games allow you to save at any time during play via the main menu. Others, like role-playing games, only allow you to save at certain designated points throughout the game and are called "Save Points."
Insert your Game Boy Advance cartridge into the top of your Game Boy Advance. Turn on the console. Select "New Game" and play the game as you normally would until the point where you want to turn it off and do something else.
Press "Start" to pause the game and access the menu. If your game allows you to save at any time, select the "Save" option from the main menu. A new save file will be created and stored on the memory of the game cartridge.
Locate a save point within the game, if applicable. The symbol that represents a save point will be listed in the manual --- look for this symbol within the game. Activate the save point (typically by pressing the "A" button) to create a new save file on your Game Boy Advance cartridge.