Downloading VBA
You can get Visualboy Advance from its homepage here. I have made a small file that contains all the necessary folders to get VBA running here.To install VBA you will need a copy of Winrar. All you have to do is to open the VBA file, press the extract button and type C:\VBA into to the path area of the window that opens.
If you have downloaded the VBA folders file from easyEmu then do the same as above and when it extracts it will automatically create all the necessary directories VBA needs.
Heres whats set up...
BIOS Files
VBA also requires a Gameboy Advance BIOS image to run certain games. Try a search engine like Google with the keywords Gameboy Advance BIOS or BIOS.gba.
Games
Games like the BIOS files will need to be searched for on Google or newsgroups. Once you have them put them in the C:\VBA\Roms folder. You can leave them zipped as VBA supports zipped roms.