It's hard to find a link for an old action replay but they did have a memory problem... i know as i had one! try looking here: http://www.ncsxshop.com/cgi-bin/shop/EMS-ARP.html
These people are selling the "re-wired" version with comm ports.
Your cart may work with the games you own but i am 100% certain it will not work with every game you throw at it! Not even the new one is that good! Also you probably bought yours when it first came out so the problems/incompatibilities would not have been found or mentioned until later after it was fully tried and tested
Stick your EMS cart in your saturn and it should display the version in the top-right of the screen. I have not really heard much about the action replay pro... does it have auto-switching 1mb/4mb expansion?
EDIT: here is another link regarding ARP details and faults etc.... http://cgfm2.emuviews.com/sat/satar.txt