.sav

How do I load up .sav files in VBA for my Pokemon Emerald ROM? I wanna play the saved games here.

Just rename the file exactly same like the rom (example - if your rom is XYZ.gba so your save will be called XYZ.sav) And put the file into the same directory as the ROM. I would recommend you (but it might not be necessary) to make a save file (like you start the game, you are in the house where you start and you save the game) before you put your modified save in. Sometimes game doesn't recognise the save file and replaces it by new one (VBA creates save files after the ROM is closed to prepare place or something like that). It happened to me once or twice, but I am saying, it's not necessary.

When Iv'e downloaded it, I've had to rename it Pokemon Emerald.sa1 rather than .sav

The easiest way is to do this in VisualBoy Advance;
File > Import > Battery Save
Then select the save you just downloaded

This will load that save, but it will also overwrite your current save, so be sure to backup your current save first.

Sorry for not replying, THANKYOU!