I save the game, but when I go to load after turning the GBA advance off, only "new game" appears. I even saved in all three slots! I suppose my copy of FFIV advance is just broken then? As my FFVI advance works fine (thank goodness).

Well, win some lose some I suppose! I was looking forward to IV as I have only ever played an emulated version. Maybe to compensate I will buy the PSP version, is it any good?