When the words Gold appear, DO NOT press Start. 
Instead, press Up, Up, Down, Down, Left, Left, 
Right, Right. If done correclty, you'll hear a 
laughing sound. Now press Start then at the Main 
Menu press the 2 top buttons at the same time. 
A cheat box will pop up and turn all of them on. 
Now during gameplay, when it says "Finish Him/Her", 
press X or A.