To Activate Cheat Menu
Start a game and move to the right until reaching a teddy bear. Face the wall and press "circle" to jump. A sound be heard if successful . Move forward and walk in the next room just to the right, which leads down into a small room. Press "circle" to get a platform. This platform will take you to a room and activate cheat mode.

All weapons:
Press Circle(3), Triangle(2), X(2), Square on controller two during game play.

Level select:
Press Triangle(3), Square(3), X(2), Circle on controller two during game play.

Invincibility:
Press X(4), Triangle, Circle, X, Square on controller two during game play