How do I add a code to Action Replay DS?

I am a new owner of an Action Replay for DS, I have updated it so it has Pokemon: HeartGold and such on it now, but I would like to know how to add codes besides the default ones to it. Like the ones I find on the internet. I know you can do it on the DS itself, but that's a ***** and takes forever. How do I do it on the program/software I installed when I put the disc in etc.How do I add a code to Action Replay DS?
When you buy an AR, it should come with this connecting thing that goes in your computer. you can copy and paste.