Sounds like you are running an older version of gpSP.
Just download the precompiled binary here: https://www.dropbox.com/s/2x9tz60v06h15u9/gpsp.tar.gz

Then go into your RetroPie/emulators/gpsp/raspberrypi folder and replace the old gpsp, gba_bios, and game_config.txt files with the new ones you just downloaded.

That’ll let you do what I described above.