Game Shark to play Import/Backups

[Shadow Kazama]

Can anyone tell me how to use a Game Shark to play Import/Backup playstation games? I realy need it for imports, I'm tired of entering a code and swaping CD's with the door being open (and not being ale to close it). I'm useing a normal Playstation (not a PSOne), and the Game Shark fits in the back I'm not shure what Game shark I have, so if you could tell my how to use any of them in this way, I Thank you.