For the Japanese ROMS you will need a zip utility to unzip them, then you will need WinRAR to unrar them.
Ok, now when I posted these ROMS, I assumed that you guys knew what a ROM is and how to use it, but apparently that is not the case.
So for all the people who do not know what to do with a ROM file, here you go. Go to this website and grab the latest version of Visual Boy Advance v1.1.
It takes like a minute to install. Just open the ROM file with the program and you can play the ROM...enjoy.