This program allows you to make Game Shark code lists and up load them on to your Game Shark or ProAction Replay using your PC. This program dose even more than what I just said and I highly recommend it. Sorry it is not a direct link but I have trouble uploading it to the server.
This utility should be used to convert a .PSX, .GME, or other file into another format. It also can convert game saves between the US, European, and Japanese world regions. This allows any saved game file to be used with any hardware combination. In addition to file conversion, this program also allows individual game saves to be deleted, saved, or moved; recovers accidental deletions; converts saved game icons into Microsoft Windows icon (.ICO) files; and even patches certain saved games to allow extra features (more lives, ammunition, levels, etc.) This program is highly recommended to anyone interested in using PlayStation saved game files.