From the main menu press the following sequence of buttons on the controller:

Z, Z, Y, Y, X, X, B, B, Start, Start

To access the cheat codes in CDS II you need to enter the game options menu and select the ‘cheats’ tab. From here you will have the following options:

MISSION LIST - This allows you to play any level
TROOPER LEVEL - This increases the intelligence of your troop
NEXT MISSION - This skips to the next level in the game
INFINITE SAVES - This will allow you to save the game as many times as you like
ENEMY LEVEL = 0 - This will reduce enemies to their lowest level of intelligence
INFINITE AMMO - Your guns will never run out of ammo