Ok, first of all, moved to the ePSXe section.
If you need Gameshark codes, go
here All the work is done for you. All you have to do is put in where you want to go, it doesn't matter where you are.
As for regular button codes, anything that works on the PSX should work on ePSXe. Are you sure you're inputting them correctly, in the right places, or that they are even valid at all?
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Dedicated to mediocrity and repetition since 1994.