The R4DS contains a flaw that prevents some cheats from working on it. Though luckily there is a fix! Thanks to Yasu, the creator of R4CCE, there is a patch for the R4DS kernel that makes the cheats work. The program is called r4bugfix2 and you can get it on Yasu's English software page here. Its easy enough to use, all you have to do is simply drop your _DS_MENU.DAT file from the R4 kernel on the r4bugfix.exe program. and it will patch it. Alternately, you can copy the file to the same folder as the r4bugfix file and click the execute. Afterwards, place the patched _DS_MENU.DAT file on your flashcart. Also, as with updating your firmware, I suggest deleting the _DS_MENU.SYS file and allow the R4DS to recreate it to prevent problems.
Note: You can find the pre-patched _DS_MENU.DAT file here for the R4DS 1.18 kernel.