Nintendo is kinda ticking me off here.
For those who don't own a Micro and don't know, the Game Boy Micro requires a different kind of link cable. This means:
Standard Link Cables already purchased will not connect to the Micro.
GameCube/Game Boy Advance Link Cables will not connect to the Micro.
The Regular GBA Wireless Adapter will not connect to the Micro.
Don't worry though, Nintendo to the rescue! Two of these three can be solved by purchasing stuff directly from the Nintendo store. The on-line Nintendo Store offers the Micro Wireless Adapter for $20 and a new Micro-Micro Link Cable for $10. If you want some kind of official GameCube/Game Boy Micro Link Cable, you're just SOL. Which doesn't make a lick of sense, since there are more (and better) uses for the GCN/GBA Cable than the Wireless Adapter, why make the Wireless Adapter and not the more useful cable? Anywhoo...
But wait, it gets better. Since the $10 Link Cable is a Micro to Micro Link Cable, if you want to link to a Game Boy Advance or Game Boy Advance SP, you have to buy *another* cable. This $8 plugs into the Micro Link Cable and into the GBA or GBASP. Now, it would have made more sense if it plugged into the Game Boy Micro and into a regular GBA Link Cable (Thus allowing you to use any link cables you've already got, like the GCN Link or what not).
Anywhoo, so you buy this $10 Cable that plugs into your Micro. Then, you buy an $8 adapter that plugs into the end of that cable that you would then plug into your GBA or GBASP. But get this... the adapter is physically shaped in such a way that you cannot fit the plug into the junction box of a regular GBA Link Cable. This means that, in order to play a four player GBA game with one of the systems being a Micro, you'll have to buy three Micro-to-Micro Link Cables ($30) and three Micro-to-GBA Adapters ($24).
Oh, and because this adapter is *PHYSICALLY* shaped in such a strange way, you cannot plug it into the GameBoy Player. It does, thankfully, fit into the e-Reader's link port.

Now, when I say the adapter is physically shaped, I mean, it's purely physical. In fact, I could probably cut the plastic tab off and it would work just fine... But why should I have to inflict physical damage to this brand new $8 adapter I just purchased just to get it to work right?
Stupid hardware...