Melee Hacks in Swiss not working

[McJones9631]

So attached is a link to a video of my Swiss, I'm trying to load codes into the ROM but it doesn't give me option. I check it with A, and return with B. And when I reenter, the cheat is unchecked. Pressing every other button does nothing as well. What should I do? https://www.dropbox.com/s/w4d8ocwnzd460 ... 4.mov?dl=0