When you play the game, press the Back button (next to X-Guide) and enter the following codes:
Get Ammo: Red, Green, Blue, Yellow, Left, Right, Left
Load Up: Up, Up, Down, Down, Left, Right, Left, Right, Red, Green
Get Life: Red, Green, Red, Green, Up, Up, Down, Blue
Invincibility: Down, Up, Down, Down, Up, Right, Left, Right, Yellow, Blue, Blue, Green