Action Replay Help Please!

I just got an Action Replay and I entered a code that makes all Pokemon Shiny and I actibated it by pressing R+A on my Trainer Card but it doesnt do anything. I think I sucessfully installed the Action Replay Code Manager and I put it as a shortcut and when I double-click it it says, "The application has requested the Runtime to terminate it in an unusual way. Please contact the application's support team for maroe information." I went on Datel.com and I tried calling them, but the line said I had the wrong number. Please help!
Thanks!!!