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I'm trying to run Visual Boy Advance and when I use the command

wine VisualBoyAdvance

I get the following error:

err:module:import_dll Library MFC42.DLL (which is needed by L"Z:\\home\\zack\\Desktop\\VBA\\VisualBoyAdvance.exe") not found 
err:module:LdrInitializeThunk Main exe initialization for L"Z:\\home\\zack\\Desktop\\VBA\\VisualBoyAdvance.exe" failed, status c0000135

and I don't have a clue on how to fix this.

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That means you need to install mfc42.dll with Winetricks. Please take a look at the answers in this question: winetricks can't install mfc42. – Peachy Nov 6 '12 at 0:24
Thank you! Worked for me! – user1610406 Nov 16 '12 at 0:59

While you can install the missing dll using winetricks and use the windows version of Visual Boy Advance, there is in fact a native linux version in Ubuntus repositories, which I recommend to use instead of the exe file.

To install it, open the terminal application and enter this command:

sudo apt-get install visualboyadvance visualboyadvance-gtk

It should be listen in the applications menu after that.

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