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(+1)

same as aeon: just stop in the tutorial cutscene right after the following dialog:

tested with No$GBA (screenshot) and afterwards with VisualBoyAdvance... i mean on my totally legit GBA....

on a side note: 

suggesting emulators on the game page is quite bold or rather risky

(+1)

Emulators themselves are legal as long as they don't come with code actually taken from the consoles.

which they usually do because without the BIOS they dont work.