SMS (GBA memory stick)

[DrAkeNgaRd_KneLL]

please help!

I have this GBA cartridge that ran out of battery life! i cannot save anymore!
when i try to save, it saves, but when i turn the power off and start the game, the save i gone!

I bought this SMS for my GBA. this little crap requires me to turn off the GBA in order for me to copy the data from the
cartridge to the SMS! the data is lost when i turn off the console. can any one help? maybe i just misused this
crappy thing. i thought that this is useful when my cartridge's batteries are dead, and i cannot save!
i have this boot screen:

<GBA memory stick>

>1 SMS file manager
2 SMS-SMS copy
3 Cartridge Auto Detect
4 Format SMS
5 Run the game in the Cartridge

SMS space: 249/3933
Memory card manager V 0.9
-------------------------------------------
--------------------
-<SMS file manager>-
--------------------

-CARTRIDGE INFORMATION -
-Name: LZELDA -
-Type: 22H -
-Size: 65536 -
-Require SMS Size: 249 -
---------------------------

item:1/87 Space: 249/3933
START: Add A= Load L= PageUP
SELECT: Delete B=Back R= PageDown
-----------------------------------------------
after loading this file.... i tried to run the game in #5 Run the game in the Cartridge
I found out that there is still no save file!
Does the game save its file directly to the SMS? or does it have to save in the cartrdige first,
then i would have to turn the console off, and the save game in the cartridge is lost,
after all those i would have to copy the save into the card, but the save in the cartride is lost!

can somebody help?!
i need instant and desperate help! i bought this crap for nothing! and its not even refundable!