Instructions
Navigate to the Emulator Zone website (see Resources) and click on the download link for the most recent version of VBA. At the time of publication, it is version 1.8.0 Beta3.
Right-click on the downloaded file and select "Extract All" from the pop-up menu. Specify a folder called "VBA" on your desktop as the location.
Right-click anywhere inside the "VBA" folder and select "New" and "Folder" from the pop-up menu. Type "ROMS" and press enter. You now have a folder where you can safely store all the ROM files together with the emulator.
Place your Pokemon ROM files in the ROMS folder. If you do not have the ROM files, but you have the original game cartridges, you can download the files from sites, such as CoolROM (see Resources). Be aware that owning ROMS is only legal if you own the original cartridges.
Place the Pokemon save file you want to import into VBA in the "VBA" folder on your desktop. If you do not have save files, you can download them from GameFAQs (see Resources) by clicking the "Saves" tab of the Gameboy Advance Pokemon games.
Double-click the "Visual Boy Advance" executable file to start the emulator. Click "File" and select "Open." Navigate to the "ROM" folder in the file browser that opens and double-click the Pokemon game you want to play.
Click "File" and then click "Import." Click the "Gameshark Snapshot" option. Double-click the save file you want to import. Click "Ok" when the "Please confirm action" window appears.
Press the "Start" button once the main menu of the game has loaded. Select the "Continue" option and press "Start." You will now be able to continue playing with the imported save file.