Normally, when you beat the game on a certain difficulty you'll be able to use Tweaks in a new game set on that difficulty. However, if you start a new game on a difficulty you haven't beaten, you can still enable Tweaks. Play until you have a real gun and then switch the difficulty to a mode you've beaten and enable your Tweaks. Save and quit, then set the difficulty back tot he harder version on the Main Menu. When you return to the game, your Tweaks will be enables on that harder mode