Enter the level select code. Start a game, pause and press Square. Fifty additional lives will be added to the game.
Level select
Press Triangle, Up, Right, Down, Left, Triangle, Left, Down, Right, Up, Triangle at the title screen. Select the "Cool" option on the main menu and press X to activate the "Open Levels" selection. Return to the main menu and select the "Start" option. Select the "Continue Game" option and press X at the password screen. A level selection menu will appear.
View FMV sequences
Enter the level select code. Hold Square + Start at the level select screen.