GBA games need 3 files for it to run in your handheld. GBA, SCI and SAV file. You would need to download a software to be able to convert the gba files you download. Try to look for the software in supercard.com.
NO SLOT ONE CARD (i.e. the R4) WILL BE ABLE TO PLAY GBC ROMS. IF YOU SEARCHED THE FORUM YOU WOULD ALREADY KNOW THAT