Well make sure you insert the cheats by going to
Cheat-->Cheatlist
And Depending on the code your using, But lets assume your using AR or gameshark cheats, like everyone else does, they get inputted in the gameshark area, obviously. Just copy and paste the cheats, and give it a name, and your done.
And make sure you have Disable Cheats uncheck by clicking
Cheat-->Disable Cheats
To get rid of the check that might be stopping you from cheating.
Then restart the rom, and it should work, also make sure your using the right cheats for the game.