First off, using an AR can seriously mess up your game. You can buy an Action Replay and game stores like Gamestop, or off of Amazon or something. After you buy it, you place the cartridge in the slot where the game goes, then place the actual game in the slot in that. The AR (as far as I know) comes with cheats for Diamond, Pearl, Platinum, HeartGold, and SoulSilver. If you want to add other games, like Black, then you just place the game card in the AR slot, and click a few buttons, and you just added a game. Unfortunately, you have to look around Google, Yahoo, and other search engines to find cheats. You can add cheats to a game you already have, too. The site I found most reliable is here: http://us.codejunkies.com/Default.aspx. Just keep in mind that your game could be messed up PERMANENTLY.
I hope this helps!