The Nintendo DSi does not feature a cartridge slot for GameBoy Advance games like the older DS models do. To play a GBA game on your DSi, you must install a piece of software called an emulator which emulates the original GBA firmware on your DSi and allows you to run the game. To do this, you need a micro SD card to transfer the emulator and GBA ROMs from your desktop to your DSi.
Insert your micro SD card into your DSi and power it up. This will format the micro SD card and install the required directories ("_system" and "gamepak") you will save the emulator and GBA ROMs to.
Remove the micro SD card from the DSi once formatting is complete and place it inside a standard SD card adapter. Insert it into the card reader on your computer.
Open "Computer" in Windows and double click on your micro SD card to open it.
Open your web browser and download the emulator software from the GBA DSi website (see Resources). Once you have downloaded the file, select the "Plugins" folder, then drag and drop it into the "_system" folder on your micro SD card.
Open the "NDSGBA" folder on your micro SD card and then double click to open the "gamepak" folder. Drag and drop your GBA ROMs from your computer into the gamepak folder.
Right click the USB icon located on the Windows task bar and select "Eject Removable Disk" to ensure the formatting of your micro SD card stays secure before ejecting it from your computer.
Insert the micro SD card back into your DSi and power it on. Choose the "Homebrew" option from the DSi menu and then "GBA" to run the emulator. Tap "New" to launch the GBA ROM of your choice.
Always enable antivirus software when downloading anything from the internet.