Blazed Glazed is considered a discontinued, legacy project, but it remains a highly regarded experience.
To play, you generally shouldn't download a "pre-patched" .gba file from untrusted sites, as these can be buggy or unsafe. Instead, use the official patching method:
Disclaimer: This article is for educational and informational purposes only. The author does not condone piracy. You should dump your own ROMs from original cartridges you own and apply patches.
Drag the .gba file onto your SD card into the GBA or Roms folder. The device will recognize it as a native GBA game.