GBA Emulator

So I downloaded some GBA games and Visual Boy Advance Emulator. For some reason when I open the game with the emulator it does not work. Is there something else I have to download to? Am I doing it wrong?

https://www.romulation.org/forum/index.php?topic=1129.0

I have done everything that it says but it still doesn't work.

https://www.romulation.org/forum/index.php?topic=3298.0

Please read this thread https://www.romulation.org/forum/index.php?topic=6326.0

...What exactly happens?Any error messages?Prehaps you need a bios...