I'm the extreme noob at this stuff.....

Hi all, I am currently trying to get my Game Genie code to work with Zelda 2 Link's Adventure. I'm trying to use the infinite lives code. I have the gg.rom file in the main folder of fceugx and I can load the Game Genie by itself with no trouble, but there's no option to start game with cheats on and I don't know how to start the game from the code entry screen either......... When I load the game on my computer, it says cheats enabled on the bottom left corner. When I load the rom on my Wii and go to the cheats option under game settings on FCEUGX, it keeps saying no cheat files found. I have a cht. file with the same name as the game rom in the cheats folder like another website said to do for it to work, but still says no cheats files found. Any idea how I can fix this problem and use the code?

Ps I'm using FCEUGX 2.1.5.