Ok i will try to help you the best i can. You have uploaded the file to your computer right? From there you can go into "My Computer" and there should be something like "Drive E" or something. Open that up, move the file onto the pen drive (flash drive) and once the light stops blinking its ok to remove.
now with the ps2 turned off (this is to protect the electronics, though you dont have to turn it off) plug it into the USB port. Run AR and when the screen comes up, there should be something like "ARMax Import" or something. Choose that and a screen will come up with the list of codes that is on the drive. And it will ask something like "Do you want to move this to this drive?" say yes. and then start the game. then it will say something like "New Codes have been added, do you want to save?" say yes.
now i have no idea how ARMax works, but on CodeBreaker on the main menu its called "Day 1"