Pause the game and press any of the following:
ALL WEAPONS-X,triangle,L1,up,R2,left,left
COMPLETE MAP-triangle,triangle,L2,R2,L2,R2,R1,square
INVINCIBILITY-L2,square,R1,right,L1,left,circle
ITEAMS ON MAP-triangle,triangle,L2,R2,L2,R2,R1,circle
LEVEL WARP-right,left,R2,R1,triangle,L1,circle,X
X-RAY-L1,R2,L2,R1,triangle,X,right

As you see the doom name as it is loading up press L1,R2,up,down,left and 
down.You will now be able to walk through walls.