Try running a cheat which doesn't require a button combination. If it works, try blowing into your L and R buttons and cleaning them.
Also, highlight the game, press Start, go to Properties, Rom settings and enable Cheat/Action Replay if it isn't already enabled.

 

I'm having the same problem, I tried running a cheat that requires no button to activate but that doesn't work either.
I can select the cheats, but they don't seem to activate at all ingame.

Also, I cannot seem to find the 'enable cheats' as suggested? When I highlight and press ' start' I get ' Settings' ' FIle info' ' Help' and ' Tools' and none of them seem to have the option to enable cheats?

Am running the latest WOOD version

EDIT:
ah see, I can tell my L+R are starting to wear out. Couldn't switch tabs on settings before but cleaned them again and now I can that did the trick!

 

i can't get it to work codes are in i have the dsi action replay. i hit start and my screen frezes all i can do is turn it off