Please use the new Emulator Forum for such questions =)
Yep, PocketGBA is for GBA emulation only for now.
GnuBoy ports save states to a file, some do that under "\My Documents\gnuboy\" though. There is a Win32 Version of GnuBoy, check e.g.
http://en.wikipedia.org/wiki/Gnuboy (pages on the bottom).
However, it's command line though
Other option I know is VGB under MorphGear (which exists for Win32, too) but it's commercial
What device do you have btw?
On the other hand, why don't you use GameBoy's normal save slots? Every emulator should be able to read those. Or do you mean that? <.<"