Check this out !!!
Enter in documents, in profiles and then in your charachter and find the line for alien, marine or predator on which is written: "LevelStatus = (DWORD)" and after that add this number: 2849674950.
Example: "LevelStatus = (DWORD)2849674950
By entering this number you`ll have all the levels open. After this just start the game with your character and you`ll have all the levels.

P.S.

Sorry if I have written something wrong. My English`s not so good, isn`t it? Actualy, I`m from Croatia (Croteam - SERIOUS SAM, you remember?! )