The following location must be found to enable cheat mode. After 
game play begins, move to the right until reaching a location with 
a teddy bear. Face the wall and press Circle to jump in that direction. 
A muted sound will confirm this portion of the code. Move forward 
and walk in the next room just to the right of this location, which 
leads down into a small room. Press Circle to access a platform. 
Use this platform to reach a playroom and activate cheat mode. 
The following codes may now be enabled. 

Invincibility
Press X(4), Triangle, Circle, X, Square on controller two 
during game play. 

All weapons
Press Circle(3), Triangle(2), X(2), Square on controller two 
during game play. 

Level select
Press Triangle(3), Square(3), X(2), Circle on controller two 
during game play.