DesmuME converter

Is there a way to convert one of my save files on No$GBA to DesmuME?

Yes, use the online converter.
http://shunyweb.info/convert.php

1: Already tried that one. There is no option for DesmuME I think.
2: I found another way to convert it, but the problem is that when I opened my DesmuME folder I didn't find anything that could play roms.

1. The target format for DeSmuMe should be, "Acekard RPG | EZFlash V | RAW Format [Autodetection] (.sav)".
Alternatively, you can use the offline converter.
2. If you extract all the files into one folder, there should be a .exe file.

I still can't find the file. I downloaded DeSmuME 0.95 straight from the official website, but I can't find the file. Can I maybe just download the file for DeSmuME that opens ROMs, or maybe the name of the file? Looking for a file with .exe doesn't help.

Depend on which OS do you use,
there will be two version of DeSmuMe, x86 or x64.For x86...
http://sourceforge.net/projects/desmume/files/desmume/0.9.5/desmume-0.9.5-win32.zip/download

Spoiler

AUTHORS
ChangeLog
COPYING
DeSmuME.exe
DeSmuME_dev.exe
DeSmuME_nosse2.exe
README
README.LIN
README.WIN

You should be able to see 3 types of .exe for x86.
Use 'DeSmuME.exe' if you have a high end pc, or just use 'DeSmuME_nosse2.exe' if your pc didn't meet the requirement.
'DeSmuME_dev.exe' is for developer.While for x64..
http://sourceforge.net/projects/desmume/files/desmume/0.9.5/desmume-0.9.5-win64.zip/download

Spoiler

AUTHORS
ChangeLog
COPYING
DeSmuME_x64.exe
DeSmuME_x64_dev.exe
README
README.LIN
README.WIN

Same as x86, but no nosse2 version.I think you downloaded the source files instead of the binary.

Thanks Meganova, and yeah I did download the source files.... But I have one more question. Is there a way to make DeSmuME play the new Pokemon Ranger game faster?Oh, and one thing is kind've strange. When I click on an overworld pokemon, it doesn't show the data for the pokemon, caught or not. How do I fix this?

Try changing the renderer to SoftRasterizer.
Changing the Frame Limit(0-9) may boost the game speed, but making the sound awful,
or try using the nosse2 instead.