In the options (i think under emulation? i'm not sure exactly i'm posting this at work so i don't have a copy of VBA avaliable) you can select the save type if you set it to AUTO it might help. If its already on auto try EPROM, or any of the others. I'm pretty sure EPROM is the most used (if this is wrong i'm happy to be corrected)
If you click on Help->Bug report, it will try to locate what should be the save type of the game, assuming the dump was not patched already. Aside from that, there many possibilities for saves not working.