At the Main Menu, hold down Select and press Triangle three times, very quickly. Then enter one of the following codes:

Invincibility Triangle, Circle, O, Triangle, Circle, Square, X, X

Invisibility Square, Triangle, X, Square, Triangle, Circle, X, Triangle

Super Gun X, Circle, Triangle, X, X, Circle, X, Square

Top Down View Triangle, Triangle, X, X, Sqaure, Circle, Square, X

Level Select Square, X, Square, Triangle, X, Triangle, Circle, Square

*The level select cheat allows you to choose different missions on the mission intro screen. Start a new game, then on the mission intro screen, hold down Select and use Left and Right to select the mission