You may have a problem with the GBA and small font sizes. This can be amended by right clicking with your mouse on the desktop. select "Properties" and then the "Appearance" tab. At the bottom of there you can change the font size to a larger size. Once large enough this should allow you to click on the button and use the GBA as usual.
The software has an autorun feature which should load automatically (with instructions as it loads) once inserted in your PC CD-Rom drive. There is also a help button on the PC software (top right hand corner) which contains advice and information about how to use the software.