There is another way depending on what cheats You want to use, for example "money" cheat can be done with use of VBA. You run the game, enter cheats, save the game and then put it to Your DS SLOT-2 CARD (Slot-1 won't do it on DS, just no)
However if You need cheats that have to work all the time (let's say "Master Code") then no other way but as shadowmanwkp says, trainer stuff