Press Start to pause game play. Then hold: Up/Left + A + B and press Select to change weapons. Press Start to resume game play at the Boss of the current level.
Desert Battle Level
Enter NSMRNQIUKRISD as a password.
Level Select
Hold A and B and press Reset on the system. Release A and B and select mission or drive. When Devon comes up he say's "Select Mode". Press Up or Down to change stages, press Start to begin.