How do you save Game boy advance Spiderman 3 game on Nintendo DS Lite?

Can not find any options how to save this game. Every time when my child switched DS off all the levels he completed dissapears from it and he has to start all over again. I was just wondering is there any way to save this game?How do you save Game boy advance Spiderman 3 game on Nintendo DS Lite?
You get a code that you should write down and use anytime.How do you save Game boy advance Spiderman 3 game on Nintendo DS Lite?
Unfortunetly it does not give any codes. It looks like the level is saved, but only until you don't switch DS, if you switch it off than you need to start all over again :(

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