Where do you put he action replay codes at ?

I hate to tell you this, but unfortunately, you cannot enter any Action Replay codes into the game normally. You see, you cannot just enter Action Replay codes into the game wherever you want to, you must first go to the store and buy a little accessory for your Gameboy Advance called the Action Replay cheating device. Once you have bought the Action Replay device you can then enter the cheat codes into the Action Replay and then in turn use them on your Yu-Gi-oh game so that you can get all the cards that you want, or unlock whatever it is that you want to unlock now. Just be sure to use the correct codes, and input them correctly. Hope this helps.