I have a PC-Linker and it works great. First, you'll probably have to remove the screws from the parallel connector to make it fit into your PC's parallel port.
Next, start up the linker program on your PC. Put a GB ROM into the list, and then hook up the PC-Linker to your Gameboy. (Make sure it is turned off). Now, press Start (or whatever) and it'll say "Waiting..."
At this point, turn on your Gameboy. It'll first erase the flash RAM, and then the download to the cart will begin. If you get errors, you'll either have to adjust the delay time or select the correct parallel port for your PC.
(Oh, and I've noticed that some GBC games don't work on the PC-Linker. I've managed to fix this. If you want info on how to do it, post to this board again.)