Instructions
Plug the Action Replay into the slot on the back of your PlayStation.
Put the code disc that came with your Action Replay into the PlayStation.
Find the game you wish to use with the Action Replay in the menu that appears on the Action Replay's screen.
Select you cheats you wish to use under the game menu.
Select the "Save" button.
Remove the code disc.
Put your game into the PlayStation. The game will load up, and your cheats will be active.