Select the "Cheats" option at the "Extras", then enter one the following codes. Then, press Start and that cheat option will now appear on the "Cheats" menu.

Effect - Code

All levels - L2, R2, L2, R2, L1, R1
Art gallery - Circle, X, L2, R2, Circle, X
Movie gallery - L1(2), Circle, X, L1, R1
Unlimited ammunition - R2, L2, Circle, L2, X, R2