I reformulate my problem
In fact i put it in the _system_ folder already, i can activate cheats for other games but not for Guitar Hero (I didn't see the Cheat button on this game)
I finally find the answer : Just have to put the USRCHEAT.DAT instead of CHEAT.DAT.
It's not the movies or games downloads that I would worry about, like breaking into networks, downloading encrypted things, spying on network traffic. I have seen so many "Top Secret" seals on files when I was a kid
I was obsessed with finding UFOs, a surprising amount of US files where stashed on computers in other countries, China back in the early 90s omg sooo much