Q: If so can you please tell me how because I have sonic the hedgehog 2 on the computer but i want it on my sp because i'm going on holiday soon.
A: You would need a flash memory cartridge to transfer the game on to to play it in your GBA SP. Please note that they are illegal (for use with pirate games) and that it would probably be cheaper just to buy that Sonic game from a shop than to get the flash cart. The source link is to an example of the kind of hardware you would need in order to put your copy of Sonic on your GBA.