How to Play Sega Saturn Import Games with Game Shark

I had to dig through old forums to find this, so I thought I'd try to help with the search results here.

1. Start with Game Shark in.
2. Go to the screen to play game without enhancements.
3. Hold down the x,y, and z buttons then press start.

That's it. Hope this helps at least one person out there. I'm playing Dodonpachi Japanese version with this method as I write.