Perhaps the game you are trying to use cheats on has not been aded to your codes list. I don't have AR for the DS, but for GCN you might have to get the code for a game (called the master code or, "(M)" as you will often see it.) The master code allows you to add a new game to the DS, say Animal Crossing wasn't on your code list, you could put it in by adding a new game, and then typing in codes from there.
Note: MAKE ABSOLUTELY SURE that you type in the master code CORRECTLY. If you don't then none of your codes will work.
Oh yeah, I heard you could only put in codes from the Codejunkies site. If that's true, then I'm sure someone else has made a site where you can upload your own odes and load them onto your AR DS.
I hope this helps.