What Gameshark does is temporarily alter the game\'s coding and changes variables, like make you have 900 lives or infinite ammo. You need codes (
http://www.cmgsccc.com is by far the best place to get em), enter them in your gameshark, and I don\'t know if the CDX one works differently from my oldfashioned model, but you can save the codes and use them anytime.
Does it take the fun out of the game? Well, yes and no. Obviously you should never cheat your first time through a game, but I see GS as a reward for beating a game. Some codes allow you to do some amazing stuff, like:
FF7:
Skip the entire 2nd disc
walking through walls, adds an entirely new dimension to the game.
Have sephiroth in my party
RE2:
Beat Leon\'s B game in 25 minutes flat:D
Discover lots of unused and unseen items, like a chemical that lets you make your own Grenade Launcher rounds
Play Claire\'s game as Chris Redfield