I haven't really looked into that but should work like this...
-Search the web for cheat codes (only codes which start with 800xxxx will work)
-Start your game
Putting in the code:
e.g. your code is 800527A61440 then this is how it should look
Enter first the Adress then the Value (last four diggits of the code go into the value box)
-Pressing apply at value text box will apply the cheat
-Play your game