Instructions
Keyboard
Hold down the "Shift" key.
Press one of the buttons between "F1" and F10." This creates a save state for that slot. Release the "Shift" key.
Push "F1" through "F10" (without holding down "Shift") to load the save state. This will return you to the point when you made the save.
Mouse
Press the "ESC" button to activate the Visual Boy Advance user interface.
Click on "File" then "Save State." Choose which slot you want to save it to.
Navigate to "File" then "Load State" to load a save.