(1) Go and download a FW (multifw - www.deadcoderssociety.tk is good). Make sure you get the .bin file, not the .fxe file.
(2) Stick whateverItIsCalled.bin into your GeePee directory, and rename it to fw100k.bin
(3) If the game is a .fxe only, stick it into the GeePee director, run GeePee, File->Launch->FXE and select it. If it is .fxe, and lots of other files, goto firefly's site (google firefly gp32), and download makesmc. Make a .smc file out of the game, then launch GeePee, and do file->launch->smc, and select your file. If it is .fpk, download the Package tool from firefly's site, extract the files, then do what you would do for the extracted files. If it's .zpk or .smc, go find something else, because those are illegal (usually).
(4) Play the game w/o sound, and at 10FPS and get frustrated how horribly it plays