My save files continusly corrupted and the game also says the time is not set after I turn the Game Boy Advance off then back on. I'm also wondering if it has to be a Game Boy Color.

The internal battery inside the game cartridge has died and needs to be replaced. This watch battery is what keeps track of the save file and the time in the game. Remove the screw on the back of the game cart (you may need a special screwdriver) and pop off the cover, revealing the main PBC (PCB?) circut board of the cartridge. You're doing game surgery, so be careful with doing this. Bend the contacts keeping the battery in place and remove the battery. If you accidently broke off the contacts, you'll need to solder some more back on. Anyway, replace the old battery with a CR 2032 battery (common watch battery sold at retailers), or a CR 2025 will work as well. Just make sure the contacts are touching the right sides of the battery. I believe the default would be negative side down. It's recommended that you tape the battery down to keep it from coming loose. After all that is done, put the cartridge casing back on, screw the screw back into place, and insert it into your Game Boy. It really does not matter wether you're using Game Boy Color, Advance, Pocket, or any model. Your game should be able to keep the time and its save.