Where is mod shop in Pokemon?
If you use a GS press (L+A+select) in front of any person.
I have a GBASP and I'm using what I believe to be a GameShark SP. The codes should already be input into the GS--choose Access Mod Shop, and All Key Items OR All Misc. Items (and Master Code, of course), then go to a Mart. The items should be there--they are $0 for me--at least the key items are. If that doesn't work, try doing L + A + Select outside, save with the Colosseum thing, then try the mart (for me the button combo only brought up a Battle Colosseum thing).
Sometimes this code will send you to the Cable Club Coliseum (sp?), if this happens then you're most likely using the codes for the wrong version. Just look around Gameshark.com and find the version that you've got (mine is Pokemon ruby 1.2]. Take your time and be careful when adding the mod shop cheats, getting the mod shop and the misc items cheat means inputting a full twenty lines of code so it's easy to make mistakes. Good luck.