Pause the game while playing and hold the PSP's L and R buttons and enter the associated key sequence.
All weapons: UP, UP, DOWN, DOWN, LEFT, RIGHT, LEFT, RIGHT, X, CIRCLE
Invincibility: UP, UP, DOWN, DOWN, LEFT, LEFT, RIGHT, RIGHT, SQUARE, TRIANGLE
All Upgrades: DOWN, DOWN, LEFT, RIGHT, LEFT, RIGHT, X, CIRCLE
Porable Ammo Dump: TRIANGLE, TRIANGLE, X, X, SQUARE, CIRCLE, SQUARE, CIRCLE, DOWN, RIGHT
Unlimited Ammo: TRIANGLE, TRIANGLE, X, X, SQUARE, CIRCLE, SQUARE, CIRCLE, RIGHT, DOWN