Instructions
Start the emulator, then click "Options" on the file menu. Select the "Emulation Setup" option.
Click the "Emulation" tab, then click the drop-down menu next to "NDS-Cartridge Backup Media."
Click "Flash 256Kbyts" and click "OK." Click "Save Options" from the options menu and restart the emulator.
Load the "Pokemon" game and play it. Select "Yes" when prompted if you want to save the game. This happens during some of the story segments of the game. To manually save the game, go to your room in the guild and walk onto the bed.