Wait until te conception sequence begins during the title screen. Press Circle, Circle, Cirlce, Circle, Circle, Circle, sweep the D-pad in a clockwise Full-Circle three times, and press Triangle, Square, Square, Triangle, X, Start.
Invincibility
At the title screen, quickly press [Triangle, Triangle, Left, Right, Square, Square, Select, L1, L2, R1, R2] 3 times within 5 seconds.