Well basically you just need to run two commands:

1. sdlgnuboy

It should print out some usage information.

2. sdlgnuboy --source /etc/gnuboy.rc --scale=1 /path/to/rom

The main thing here is for you to get the path to your rom correct. By running these from the command line we can see any error messages.

It's possible the problem is because of os2008, I'm running 2007, but as far as I can tell it shouldn't depend on anything that isn't in both.