Just type in during play:
IFYOUTHINKYOUAREHARDENOUGH        All weapons and unlimited ammo
COMEANDHAVEAGO                    All weapons
NADIAPOPOVXX                      Level Warp (where XX is 01-34)
TAKEONALLCOMERS                   Infinite energy

Level Select:
     In  the  password box, type G0LVL and the number of the level you
want. (e.g. G0LVL5 and you will go to Level 5).