Huawei C8500 hits GBA for steps. Be specific.
1 Create a new folder named gbarom, 2. Put the gba-rom zip, file and gba_bios.bin.zip you downloaded, 3. Run the emulator. 4. Press the directory key (three short and one long) and choose to load the bios file (try several times more, the sign of success is that you have selected the game you want to play, and it will be ok if you can run it). Look for bios files in pickled peppers. I have one. I'll send it to you if you want.