it is obvious to me that you do not know what you are doing.
using akaio (which you said you are):
hitting X anywhere does nothing except add a short cut on the roms properties.
hitting X on the rpg switches between nand and msd.
hitting Y on the rom opens the properties, where you can find the button to open the cheats window.
hitting START on a rom does the same thing as the stylus > start menu option, there is no other way to navigate here.
Once you hit START, use the stylus, or use the "Cheat" button in the roms properties window...
in the cheats menu hitting X rebuilds the DB hitting Y Selects the DB. neither of these has anything to do with making the cheats you have selected, save, and run for the rom. at the top of the screen it says to hit "select = save selection," however, start also works.
i don't know where you both got hung up. this isn't magic, it's code, it only works how it's told to work, and there isn't another way to do this.
-another world