Use a GameShark: If you own one, it reads GameShark codes natively.
Convert via PC: Tools like CMP (Code Master Plus) or OmniConvert *can* translate between formats *if* you know both master codes and address offsets—advanced, error-prone.
Save Editing: Export save (Memory Card → PC via DexDrive/PS2/PS3), edit with PSave / Hex Editor, re-import. Safer than live cheats.