On the title screen, press Select to change the difficulty level to #2. Now play the game, beat the high score, get a game over and input your name as "NUKENIN?" on the high score table. Press Start and you'll be back on the title screen. For some reason, you must change difficulties or else the code won't work (if you want to keep the same difficulty, the press Select to scroll to it again). So now start a level and pause the game. Now enter at the same time Left, Up, Select & B on the 2nd controller and Right, Down, Select & B on the 1st controller. If done right, you'll be invincible.