It should be like this.
Click the 'command prompt' in start menu.
The Dos screen appear.
It look like this on my PC:c:\document and setting\raksmey
c:\document and setting\raksmey\gcemu.exe your_game_name.gcm(not iso)
It should works.
Hey does anyone know how to write one of those simple Dos shortcut thingos, I can't remember how it's done, but it would be heaps easier to run the emu if one was made. They can be done in Notepad, I did one while having a go at GBA homebrew (no success though).
They call 'em ".bat" files if that helps...