The first thing is just get WinZip and a Gameboy Emulator.
Alright? Now this is the tricky part... Click on your Pokemon blue/red- whatever version. (it should have a Winzip pic on it) It should say "unzip" something, something... Just click on "I agreee" and unzip the Pokemon blue/red/ version. Now you'll see the same file but it has a different pic on it. Put this pic aside. Now do exactly the same thing (unzipping) for the Gameboy Emulator as you did for the poke version. Now drag the Pokemon version over to the gameboy emulator! TA DA! It should be working now! have fun! (e-mail me if you need help ^_^)
(you must delete these games after 24hours if you do not really own them! I will not take responsibility for your actions!)