At the extras menu hold L+R and enter Down, X, Up, Y, Down, Down, Up, Up. Let go of L=+R. A new option called "cheat" will appear below extras.
KKst0ry (0=number) = All levels
KK 999 mun (spaces between words) = 999 Ammo
KKmuseum = All extras
8wonder = Infinate Health
KKcapone = Machine Gun
KKtigun = Revolver
KKsh0tgun (0=number) = Shotgun
KKsn1per (1=number) = Sniper Rifle
lance 1nf (space, 1=number) = Infinate Spears
GrosBras = One Shot Kills
You will hear a whooshing sound if it is entered correctly.