The internal battery is dead. The game saves are maintained by a small button battery, and now almost 8 years after the game has come out, most of the games have dead batteries.
From experience, I've found it's nearly impossible to replace them. Nintendo used to do it, but now if you tried they'd just tell you to get Diamond or Pearl. (Which isn't a bad idea, actually. Those games are saved to a card, so this will never happen again.)
My advice? Move on. It's sad, yes, but it's worse to sit fretting over a game that doesn't work.