Well, Yes, you can load your GBA roms/compiled files onto your GBA. You need a few tools, but you can get a system to do it for under $100
Take a look at:
http://www.GBXEmu.com
In the shop you can find the Flash Advance linker sets. Basically, It can rip the games from your carts, or load stuff to flash carts.
Since they vary in size, you can also put more than one game on each cart. Here's something else a little fun to do:
Mabie you just aren't getting the whole GBA Programming thing, so there is a "Morphing" section on GBXEmu that gives you tools to convert different ROM images to GBA Rom format. For example, you could convert the original Metroid ROM for NES to GBA, Load it onto a flash card with the Flash Linker, and then play it on your GBA. Nice, easy, and fairly cheap.
There are also versions out for other systems as well.