The following location must be found to enable cheat mode. After the game begins, move to the right until reaching a location with a teddy bear. Then, face the wall and press Circle to jump in that direction. If done correctly, you will hear a muted sound. Now move forward and walk in the next room just to the right of this location, which leads down into a small room. Press Circle to access a platform. Use this platform to reach a playroom and activate cheat mode.
The following codes may now be enabled:

Invincibility: 
While playing a game, press X, X, X, X, Triangle, Circle, X, Square on controller two.

All weapons: 
While playing a game, press Circle, Circle, Circle, Triangle, Triangle, X, X, Square on controller two.

Level select:
While playing a game, press Triangle, Triangle, Triangle, Square, Square, Square, X, X, Circle on controller two.