To enter a new game on your action replay does the have to be in it?

It sounds like you're asking about using an Action Replay device to play games on a console.

Here's the breakdown:

* Action Replay devices are cheat devices. They allow you to modify game data, giving you advantages like unlimited lives, infinite ammo, and more.

* The Action Replay itself doesn't contain games. It acts as a tool to enhance the games you already own.

* To play a game, you need the game cartridge or disc. The Action Replay simply allows you to modify the game's data while it's running.

So, to answer your question directly: You need to have the actual game cartridge or disc inserted into your console for the Action Replay to work.

Here's an analogy: Think of the Action Replay as a magic wand that lets you change the rules of a game. You still need the actual game board and pieces to play.