SeijiRyu

Best answer as chosen by Asker / Ratings
Hey, Here's some tip.
Run the game at least to a point where you can save it then,

You said you are playing it in the pc so I assume that you are using Visual boy Advance ok? While the game is running, enter the codes you want on the gameshark section of the emulator. Be sure to enter the "[M]" code or the master codes first before entering the other codes.

Once you got all the codes you want in it, including the mastercode, save the game. You might want to save it using the game memory and the emulator's save (alt+F1 I think..) to be sure.

Then restart the game and load your save file. The cheats should work by now.

Be careful though, the cheats can cause serious and sometimes funny errors in your game.(for instance I have a turnip in my flower vase.) Hope this helps.