After defeating Yorgi in level 12, the credits will appear. At the end of the credits, go to "Extras" and options for infinite health and ammunition will now be unlocked.
Get Everything
Press A, B, L, R, A and it will make a noise.
Hint: Crouch
When you are walking around, crouch down so they can't hit you. People that crouch starts on level 3. Watch out for people with shields on level 4.