Enter these codes when you are in a enemy free area:

Get Sub MachineGun: Y A B X Y R
Sniper Rifle: Y A B X Y Right
Rocket Launcher:Y A B X Y Left
Big Gun:Y A B X Y Down
ShotGun:Y A B X X R
Nail Gun: Y A B X Y Left
Infinite Ammo:Y A B X A Right
Invisibility: Y A B X X Left

After you enter any of these you will see a label at the top of the screen saying the cheat has been activated. If you enter the code again you will see it say cheat disabled.