Just hit New Game and save it. It'll erase your other game' so only do it if you really want to.
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Because if you have gameshark/action replay for GBA and save it. It get's deleting yr file
make a new file and save it
Click new game at the menu
just start a new game. there will be a warning, just ignore it and it will delete the file as soon as you save in the new game.
on the menu list where it says continue game, down you will find a box that says new game you press it save and press yes and you will delete the other file and have a new file.