@amauriel Playing Saturn import games is super easy. You need either a game shark or an action replay 4m plus, they plug into the cartridge slot. When you power up the Saturn it goes into the game shark/action replay menu, press and hold x y & z and press start and the game will load up like its on a JP Saturn. No other codes needed.
I prefer the Action Replay over the Game Shark though, because the Game Shark goes in too hard and seems too tight a fit, making removal hard too.