Well, i got one question for you: What games do you want to trade with? Cuz it all mathers, connecting the Wireless Adaptar or not...
Anyway, it's simple.
1) [Optional] Goto Options-> Link and enable the Wireless Adaptar (might be needed for FRLG or Emerald)
2) Goto Options-> Link -> Settings and look at the General tab. You'll see this:
Link timeout (in milliseconds) [2000]
O Single Computer
O Network
Advanced
Safer--------------------------------Faster
Port number [Yourportnumber]
It would be better if you change the 2000 ms into 5000.
3) After this there are 2 ways of linking: Single Computer and Network. I know how to do both, but since Single Computer doesn't work wel for me anymore...
Network: Make sure to select network. Then, goto the Server tab and click on Start! .
After this, boot up the second VBALink. Again, goto Options->Link->Settings but this time goto the Client tab. You'll see a field with localhost in it.
Change localhost to the Server IP displayed when you clicked on Start! and click on Connect.
Then it should say: "1 (or more, depends how much ppl you want) player connected. Wait for more?"
If you only need the second VBA and not more, click No. It will say: Connected. All players Connected.
4) Before you can do the linking, first goto Options->Emulator and uncheck Pause when inactive window. (preferably of both the VBA's)
5) [For the second VBA] Goto Options->Joypad->Configure and select the second slot. Do the key configs as you want, but make sure that they're not the same as the ones of the first VBA.
After this, goto Options->Joybad->Default Joypad and select the second slot.
6) Just start the games, goto the Pokécenters, and do the linking as you would do it the normal way!
That's it, hope you understand it.
Greetz DS