you definitely need a Gameshark or AR, but you may not need a chip
 

I have a neoii (modchip) and it is working great, but it did cause me much frustration getting it in right. You can use various Knife/cog methods, there are several post on this forum about it, and then patch the games and "swap" them with the GS/AR CD and they will play with no modchip. For more info ####://www.sgt-dan.com/