To do this you must remove all memory cards. Then, just before the screen flashes and the logo appears, on the SECOND Controller hold L1 + L2 + R1 + R2 then when the logo appears and is bouncing press Up, Up, Down, Up, Left, Right, Right, Left, Up, Up, Down, Up, Left, Right, Right, Left (still holding the 4 L & R buttons). If you did it right you will hear the sound of a club
(Wood) drive.