Go to splintercellessentials.com on your PSP's Internet connection, select "PSP User", and enter "A27200203S" as a code.
Bonus missions
At the bonus mission screen, hold Select and press L, R, L, R, L, R. Repeat the code to unlock the next bonus mission. The bonus missions are "Paris-Nice", "Heroin Factory", and "Television Free Indonesia".
Splinter Cell: Chaos Theory reference
In the mission after the graveyard, get to the part where you escape from your cell. You will hear two men talking about what seems to be a football player being traded to another league. This same conversation can be overheard in Splinter Cell: Chaos Theory, during the first mission in Single Player mode.