Yeaa, its really hard to explain
but uhm you basically need an emulator thing
here's the link to download the emulator for game boy advance
http://emulator-zone.com/doc.php/gba/vboyadvance.html
just download that, and then go to this site:
http://www.coolrom.com/roms/gba/
and you can search for any gba games, it has everything
:)