Visual Boy Advance not opening my .SGM file?

I don't really understand why it wont find or open this file but when I try dragging it, it says "Unsupported file type" i've tried this with the newer visual boy advance but it still wont work with a different message "No image found on zip file" I also tried dragging my .SAV file there but nothing is doing.

Ok I fixed that but i'm playing a Pokemon Emerald ROM but the last Pokemon keeps spinning continuously without me being able to do anything but load the game.