why would you want to use cheats on a multiplayer game? Either you're cheating against someone or you're using cheats for co-op, but I'm sure there's no co-op in mario kart...maybe for added features? Either way, if the other person has an m3 real or the game you won't have to choose download play...it only needs to be selected if they do not have a copy of the game. So you both should be able to enable cheats on your own games and load them up normally.