I recently downloaded the VisualBoyAdvance (a GBA emulator) and iDeaS (a DS emulator). The problem that I have for both of them is each time I get to the New Game screen I can't select it. I keep pressing the A key and it won't do anything because I probably don't know the button that is able to do this. The problem with the iDeaS emulator is no sound. So if anyone could help me with this, I thank you in advance.
You have to map the keys. I've only done this in Virtual Boy, but go to Options -> Joypad -> Configure -> 1... and go from there. It should be similar in the DS one. Dunno about the sound though.
For IDeaS, try different games out to see whether it's just certain games. Then fiddle with the settings for a bit. Perhaps not the most helpful of advice, but it's what I'd do in your situation.