All Ships, Weapons, and Upgrades
     At the Press Start screen, press L1, R1, L2, R2, Up, Down, Right,
Left, Left, Right, Down, Up.

Level Select
     At  the  Press  Start  screen, press L1, R1, L2, R2, Triangle, X,
Circle,  Square, Square, Circle, X, Triangle, then return to the Start
Mission screen to select any level.