I tried almost all of the cheats and none of them work.. I followed the instruction and it woudn't show up anything. I'm using M3 Real
Hm... Well did you try getting the latest firmware? Sometimes the cheats dont even work if you have the latest firmware. Did you make sure you ACTIVATE the cheats?
Well ontopic: Are you using Action Replay usrcheat.dat file? If so, first update your firmware like kjhgfdsa123456789 said. Than enable the cheats you want, go into the game, then press the button combination and it should work. If not, try pressing L+R, Select or Select+Up.
If you patch your game, the GAME ID changes, so pre-loaded cheat databases will not likely work. You will need to use a program like R4CCE to modify the Game ID of the cheat list.