GameShark is a physical device (disc + memory card dongle), not software. You cannot download it, put it on an MP3 player, and transfer to PS2.
⚠️ Risks: Save corruption, laser wear from swap trick, banned from DNAS (dead anyway). Modern alternative: FreeMCBoot + OPL on fat PS2 + HDD/ETH — loads ISOs with built-in cheat engine.