1. download VisualBoyAdvance from http://prdownloads.sourceforge.net/vba/VisualBoyAdvance-1.7.2-MacOSX.dmg.gz
2. Download Gameboy Advance ROMs from:
http://www.dohgames.com/roms/misc/gba/1
http://romhustler.net/roms/gba
http://www.dgemu.com/gba.html
i don't think you can use an Xbox 360 controller with VBA, but I'll test it out later tonight.
let me know if you have any questions.