MISSION SELLECT:
When you go to the screen adjust go to the dificulty select then hold R1 R2
L1 L2+START

Unlimited Continues:

After you have just died and the countdown screen has appeared, hit the
SELECT button to keep your credits intact.

Power Up:

When playing, look for trees that are a slightly different colour, exploding it
will reveal a small creature which if selected will keep your power-ups
intact when you lose a life