M3 for GBA

I have a GBA, and I bought an M3 to load games onto it, but every time I play a new game, the old saved files get erased. Every time I turn my GBA on, the message "GAME NAME* warning! Game saved in card but CANNOT find 'GAMESAVE' directory. Backup fail! Press A to continue." appear? Does anyone know the root of the problem? Help, please and thank you.

M3 doesn't work on a GBA. It's for NDS's Slot 2.

You need to have a GAMESAVE directory in the root of the card and a savestate.dat (a blank save file with the correct name) already on the SD card. Easiest way to do that is use the M3 software that came with it to copy GBA roms. The M3 Perfect works great on GBA, btw, not only on DS (though only for its native GBA games obviously).