Can someone please give me a tutorial about how could I play a game with an emulator?

OK guys,I’m new to this emulator world and I just recently download an emulator called VisualBoyAdvance-1.8.0-beta.3.zip and download a few ROM for that emulator. I download GBA games but I can’t play it on my PC,it’s been downloading for more than 30 minutes! I don’t what’s wrong with this thing. I use windows XP.

PS: I know most emulators are illegal,but please…I really want to play a game (especially pokemon ruby) on my pc. I’ve sold my GBA for extra money to buy NDS and I miss those old games on GBA.