Cheat Codes: Don't be afraid with these cheats.
Cheats Menu
Pause and input the following code:
Hold L and R, then press Left, B, X, Left, B, X, Left, B, X, A, X
Full Health
Hold B, X and Y until your health is full.
Level Select
Highlight "Option" on the New Game menu then hold B for about three seconds then press Y, A, X, B, hold X for one second, then press B