If you mean it doesn't go past the screen where it's checking for connectivity, it may actually be the link cable that's the problem. Make sure that your link cable is compatible with GBA, as older link cables (for the Gameboy Color or Pocket) that would've helped you back in the GSC era just won't work.
Also, I'm assuming you have the National Dex, but to make absolutely sure (as you can't trade with Ruby if you don't either way), make sure you've caught at least 60 Pokemon and go to Professor Oak. He'll automatically give you one.