For more precice info:
1) Download the VBA emulator from here:
http://tasvideos.org/forum/viewtopic.php?t=2050&start=0 (or simply clicking
here)
2) Execute the vba-rerecording.exe and open the correct ROM via File -> Open ROM (or with Ctrl+O)
3) After the ROM is loaded open the moviefile (.vbm) which you downloaded from TASvideos site via Tools -> Play -> Start Playing Movie.
Now the movie is playing and you can watch it, but in case you want to start watching from a save state:
4) Before selecting the movie file (meaning before step 3.), activate the read-only mode from Tools -> Play -> Read-only mode (or with Shift+8).
5) Next load the movie file like in step 3. and after the movie has started playing load the save state you have via File -> Load Game -> Load from file.
PS. I think these "how to play infos" should be found in the FAQ for each emulator so that every second newbie isn't asking here how to play them (though maybe a little clearer and shorter than what I have written here) ;)