WAIT NEVERMIND! The codes this person provided do not seem to work on my Pokémon HeartGold version, but don't worry I got the code that does work
62111880 00000000
B2111880 00000000
10025D90 00000XXX
D2000000 00000000
I got it from a page where they give you a code to play as Red, and I changed the three digits in the 3rd line to the ones of the respective sprite I wanted to use and it worked! I hope this helps some people that have the same problem.
I know this is really old but when I try to use the code for the male hero in Platinum, it doesn't work. I've tried getting into buildings, bag, and I even tried pressing LR and SELECT while getting out of them. Idk what to do haha.