Sounds like your AR came before Pokemon Pearl. I had that problem, too. Here's how you can fix it-
Step 1-Turn on you DS w/ AR inserted (with Pokemon Pearl in the AR)
Step 2-In the bottom-left corner, the one near the words "Unknown Game" there should be some numbers and letters. Write these down in case you forget them.
Step 3-Now, turn off your DS and take Pokemon Pearl out of the AR. Then, put a game that you have made sure the Action Replay works with.
Step 4-Go to the code screen for the game. Push B.
Step 5-Now, you should be on a list of games. Choose "Add New Game". Write the name of the game (Pokemon Pearl). You'll be asked to enter the ID no. of that game. Write the numbers and letters that you wrote down (or remembered) with or without dashes. Wait a few seconds and presto, Pokemon Pearl will be with all the P games on the AR. It won't have any codes, so go and add them!
Yeah, but that's how I added my games to my AR. It's not 100% guarenteed to work, but I'd think it would work. Oh yeah, and remember to make the game cart's label face you, not away from you.
Hope that helped! ~TCM