the games have to explicitly support it
Yes and the master system will do a region check before allowing the use of the FM chip in games that was realeased outside of the JP market with FM chip support and this is the primary reason i've been looking into it, as getting a japanese Master System (not a MarkIII) is quite difficult without paying a hefty price to get it sent from Japan.
And you spoke about a cheat system? are you referring to an internal one within MAME itself? or are you speaking off the pariphiral Pro Action Replay for the master system it self?
And again thank you for taking time to answer my questions, its much appriciated.
*thought about it some more:
From what i remember about whats stored in the rom header of each SMS rom it has two region settings for Export & Japan (and this is only accessed by the Export systems and not the Japanese Master System, that system will play any game you give it) but the rom for the japanese market and the other markets are the same, so using that information to trick the system would not do anything, as thats not what determains what version of the game it plays.