To enable Cheat screen, pause the game, hold L + R then press Up, Y, Y, B, Up, A. Now you can enter one of the codes below:
Commit Suicide: L, Z, R, Up, A, Z
Hide HUD: A, Y, Right, A, Z, B
Kill Nemesis: L, Y, L, Z, L, Z
Disable Shellshock: Z, R, X, Y, Y, L
Pick up OSS Document: Left, Y, B, A, Down, B