1. Find a website with cheats for your game. There are many websites with this information available, a simple Google search will produce many results.
2. Download these cheat codes and save them on your computer in the appropriate format for your Action Replay.
3. Connect your Action Replay to your computer with the provided cable.
4. Open software like Action Replay PC Companion 2. (Depending on the type of Action Replay you have)
5. Select the game you are trying to install the cheats on the Action Replay Device from the game list menu.
6. Select the cheats you want to install and click the "Send to Device" button.
7. After that you can save to the Action Replay device and safely remove the device.
8. The cheats are now installed on the Action Replay and can be used with your game.
Note that some Action Replays may require different software or may not support certain types of cheats.