Pause the game then hit R1, R1, L1, R1, L1, L1, R1, L1, R1, R1, L1, R1, L1, L1, R1, L1.

Now go to the options menu and the following cheats will be available:

Cheat Win
Clear Fog of War
Enable All Levels
Gimme $10,000
Player Invulnerable
Show LZs
Toggle Unit Spying