I have an R4. What I did is as follows;
1. Downloaded 'Cheat Code Editor'
2. Found the four lines of action replay code online that breaks the anti-piracy lock. (I'm not sure if i'm allowed to post them here, but they are very, very easy to find through a quick google search).
3. Cheat Code Editor saves the codes as urcheats.dat, take this file and place it in your R4 system file.
4. Delete the cheat.dat file. (This will pretty much remove the cheat feature from any other game on your card but if you leave it then the urcheats.dat won't work)
-If you really wanted to keep all of your cheats you need to find them all online, add them to code editor and make a new urcheats.dat It can be alot of work so I just play EoT atm
Also, guides to using Cheat Code Editor are very easy to find via google