I downloaded CWcheat got it working n stuff, but now i want to add my own codes to the database... so i downloaded the CWcheat database thing.. but i have no clue where it goes on my system... if someone could instruct me on where to unzip the files and save my database options that would be awesome.. thanks!

you copy those codes from the data base and paste them in one of the text files that came with the download if there wasnt one you may have to create one, try reading the readme

Are you talking about the CWEditor thing? Because that just stays on your computer and it updates all the cheats for you for every game and you just transfer them back to your psp with USB.