Keep using PJ64, it's the best.
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start up the rom, go to "system".
Select "cheats..."
Right click, select "add new cheat..."
enter a name, it can be whatever ,gibberish, whatever- won't matter.
then go down, add the text for the cheat.
Select "add cheat".
Click the check box ya want with the name you gave the cheat.
start the game.
The cheat will be enabled.
*it is best you do it at the start menu~ or else it may not work.