Alternate Cheat Method
Go in you your SZ folder (by default C:\Program Files\Infogrames\Slave Zero) in there you should see the szOptions.ini file. Open it and under [Settings] you will find these:
Game Mode=1
Gallery Mode=0
Now, make it look like this:
Game Mode=0
Gallery Mode=1
Now, when in the game, you are invincible, and have unlimited ammo! You can also press "R" to fly.
Hex info for those making trainers
The game moves the health and ammo locations when each level is loaded, so do a new search for weapon one ammo. When this is found, freeze it at hex 2c 01. Weapon two will be four bytes more. Freeze it at hex 64. Weapon three will be four bytes further. Freeze it at hex 32. Health will be hex 18e less than the address of the first byte of weapon 1. Freeze it at hex c8.
Unlimited Health
Die at the same time you kill a Boss. This is best done when fighting Revenent Prime. Get him down to very low health and wait until he starts to destroy the building you are standing on, then let him have it. As you fall to your death the game will continue to show a short FMV sequence, and you will start the next level with 0 health. Enemies will not be able to kill you, but you can still die if you fall off the level. Note: The health warning will constantly sound.
Alternate Cheat Method...