Anyone else use this and have any trouble saving on it??? For instance I downloaded and Final Fantasy Dawn of Souls but I'll save the game using the in-game save system and then ill open it back up and nothing will be there for me to load....anyone have any idea on what im doin wrong??

If you are using an older version of VisualBoy Advance, ditch it and use VBA-M.

Now, if you can't save, make sure that the folder VBA saves to isn't read-only. If the folder is read-only, then it's obvious that no save file is created when you try to save.