VGB and Saving

I'm having an issue with my computer versus the Visual Game Boy Emulator. I'm very new to Emulators, and, so, maybe I'm just missing a system requirement.

My computer is running Windows 7, Gateway. And, my situation has only occurred once being that I'm only used my Emulator once today, which, I downloaded the Emulator just today. Now, I have heard about Emulators before. I just never knew how to obtain them.

When I played the Emulator, and I did have a ROM added, I went to save the game. And, when I did, my computer glitched up a bit. No viruses or anything. Just a glitch. I personalized my computer so that my bar at the bottom of the computer was transparent and in a violet color. However, when I saved my game on the Emulator, the computer glitched and the bar reverted back to the Windows Basic. Now, the last time this happened, I assumed it was from a computer overload. I'm fairly sure that this time, this was not the case. When the Emulator closed, because I logged off my computer to fix the problem, everything went back to normal.

I've heard about this... Microsoft DirectX? Maybe that can fix it? I don't know what that program is, to be honest. I've never heard of it, despite how updated I try to stay in the technology community.

Can someone help me out? I'm honestly not used to this, and I hope someone can answer my question.

Though I don't know about the VGB, I do have the same issue with my VBA too. I avoided that by using these two options.
1: I play with full screen mode if I'm gona need to save with emulator.
2: If that kind of glitch happen, I simply go in full screen mode and return to normal. The problem will be solved like that but with this option, I can't save with the emulator. I only have to rely on in-game save. When I tested saving with emulator again, the computer glitched again. But, I'm quite satisfied with in-game save.