In Prowling Grounds, there is a policeman walking aroung near the begining point. Kill him. Then you will see a life inside a window. Press square to break the window, and then get the life. If you want to keep on getting more, go into any level,and then just exit right back out into the Prowling Grounds. Then just kill the policeman again and the life will be in the same spot. Repeat this so you get more and more lives.