In order for the cheat files to work you must put the .dat file into your _system_ folder on an R4.
You must download the normal cheat.dat file and the usrcheat.dat files for this to work. Once this is done, and
working correctly you must press 'y' on games with the option avaliable. The cheats selected will be on for every game you
play, unless unselected again.
The following website has all the files you need for a sucessfull cheat database for your r4.
NOTE: The .dat files will only work for an r4, if you have an r4 clone you may need to try other cheat files.