To use codes like Crtl + j or Ctrl + r, you don't need to open the little cheat window. When you try to create an item, you do. I think the problem is that you forgot to press enter after typing the code.
I'll just make a short summary of the correct things you need to do:
1. enter the line debug mode = 1 under the Program Options heading in the Baldur.ini file
2. In the game, type Ctrl+space to open the cheat window.
3. Type your item code according to this formula: CLUAConsole:CreateItem("xxxxxx", y) where xxxxxx is the item code (such as AROW05) and y is the amount of the item (i.e. type '100' to get a hundred arrows)
4. hit enter
5. check your inventory for the item. If there is no more room in your main characters inventory, you'll find the item in the first free slot in the Inventory of the next character.
hope this helps, and.....
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Melusine, High Queen of Fluffies, Archbabe of the Order of the Holy Flame and the Laughing Hyenas, &
Official Entertainer Elf of the BG2 Bar
Your voice is ambrosia