Go to the "Press Start" screen, after quickly press the following
button combinations. If the codes are accepted, you will hear a
gun shot. These codes must be type before the demonstration
mode startings. 

Trial mode:
Up, Down, Down, Right, Right, Right, Left, Left, Left, Left,
then hold Triangle and press Start

Maximum power mode:
L1, R2, L2, R2, L2, Triangle, Circle, Triangle, Circle,
after hold L1 and press Start

Unlock Bosses and engineers, army characters in multi-player characters:
Up, Down, Down, Right, Right, Right, Left, Left, Left, Left,
then hold Circle and press Start

Sudden death:
L2, R2, L2, R2, Circle, Triangle, Circle, Triangle,
after hold L1 and press Start

Unlock Maximum power, sudden death, trial modes:
Finish the game in hard mode

Unlock all multi-player characters:
Finish the game on the easy and normal mode