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If you cheat directly for Deoxys, it won't be able to be traded, and will never obey you. It has to do with an "obedience" bit of data Nintendo put in there, that only it and Mew has, to prevent people from cheating for them.
If you want a Deoxys that obeys you I believe you have to cheat to get to the Island, and then actually catch it.
trjessie579 has answered your question. Thank you so much.
PLease use the Simple Questions thread next time you have a question. It helps us reduce spam so it helps us help you. The link to this overly helpful thread is in my sig and near the top of the group of stickies on the R/S/E (GBA) forum.