VBA Link Multiplayer Save States?

I'm attempting to set up a LAN server network in order to play Four Swords GBA online with my friend, but I'm unsure how to properly save our progress on the game without messing something up.

I tested out the multiplayer on this game on my own (by opening two tabs up at once and playing from both) but when I tried to use a save state, or load a save state, it would give me an error that says it's an "unsupported file type" (the extension is .sg1)

Can someone please give me some insight on how I can avoid this when playing with my friend? I've been trying to play this game for weeks and this seems to be my final option, and I don't want it to be screwed up because I'm unable to save the game correctly.