EditV4, Updated

I guess no one will have trouble with that, it's not really that hard.
I will explain then, as save worked now for me.
My main problem was that I was only doing chmod on the executable itself, dumb from me.
So what you will do is download Figa's release, and take his gba folder only, forget about the rest, it's only code.
Before everything, you MUST put a gba bios file on the gba
folder.
Transfer it to MyDocs
( If you are using Filebox, or ssh just copy the folder to home/user/
as well as copying the libsprig.a to /usr/lib/, so
you can skip the first code, still must chmod after)

Open xterminal and do.:

Then : ( Make sure to have devel repo enable )

( Also Javispedro pointed out that installing DrNokSnes
from extras-devel should install also the libsdl-haa1.2-dev,
so if you have his Snes emulator already installed from
devel repository, you may skip apt-get libsdl-haa1.2-dev )

Close xterminal, or restart it, whatever, just no need to open
gpsp as root.

You will enter the initial gui of gpsp.

Before using it, you must know the keys.:

Z = A button
A = B button
S and X = L and R buttons ( not sure which )
Q = Select button
W = Start button

To go to your rom directory you will notice two small white dots
on the initial gui, just go with the directional keys to it, probably
only click right on the directional, and you will highlight it.
Click with the Z button, and you will be able to " surf " around your
directories.
Select the rom and while playing it, you can enter the Gui again
and do whatever you wish by pressing backspace ( if I am not
mistaken ).
Some games work better on some configs, like DBZ Buu's fury work better with manual frameskipping 5, but pokemon
work better with auto frameskip and set to 1.
Hope I did not forget anything!
See if it works for you...

Remeber this is Figa's work! If then I make some optmizations to
gui and/or speed, doesn't matter it's still his project and credits to him!