For both of you,steps to make gba,gbs,snes8x games work on your phone(if you have a SD card)
1-Download any game from coolrom.com.
2-they will be in zip. format so first extract the game using winrar.
3-gba games will probably be in the format .gba,gbc will be like.gbc etcetera.
4-connect you wp to a laptop.
5-open wp's Sd card using file explorer.
6-create a new folder called 'roms'.
7-Copy the extracted game to this folder.
8-open the emulator on WP,search for roms on SD card and click on the game,it will be copied to Internal memory.
9-enjoy.
For people without SD card,either Bluetooth the game rom to your phone or else upload the game to SkyDrive and then download it from within the emulator(make sure they are in the correct format)
Hope this helps!!!