Ok guys, here is the deal:

I am newbie at this. I have Game Boy Advance SP and I would like to:

Take flash card like MS or something and write a GBA ROM from my PC to it and then use it on my GBA.

I heard there are some USB cables that can do this, like you connect USB cable to PC and other end to the GBA that has Flash card plugged in it and then you write ROM on it.

But where do you put flash card in GBA?

I think my best bet would be if someone recommends me some easy and already tested way of doing this.