Try the following:
1. Make sure that you have connected your Action Replay to your PC with the USB cable that comes with your Action Replay.
2. Open up your GBA Action Replay PC software and click on the "Manual Entry" button and then enter the Game title and the code name.
3. Enter the first 8 digits of the code and click the "Add Code" button and then enter the last 8 digits of the code and repeat the following instructions.
4. When you`re finished adding the codes, click the "OK" button. Now repeat instructions to enter more codes for your selected game. Make sure when entering code for the same game you spell the game name exactly the same so the codes show up under that game entry!
5. After you have entered all of the desired code for the game, click the "Action Replay" button and this will update your codes you have on your PC with the ones from your Action Replay.
6. Now just click the game title box for the game you want to download onto your Action Replay and then click the "Restore" button and the codes will be sent to your Action Replay!