Cheat Menu
Pause the game and press Up 8 times, Down 4 times, Left 2 times, A, B, Right 8 times, Left 4 times, Up 2 times, B, A.
Enable Invulnerability
Enter the Cheat Menu code as prescribed, but before pressing Start to go to the main menu, hold Up, Right, A, B, and Select, and then press Start. Start a new game with whatever cheats you desire, then once gameplay begins pause, enter the Cheat Menu code again, and a sound will play, confirming correct code entry. You will now be invulnerable.