It would seem to be the screen where the games asks you if you want to start a new game or load an old one.
I highly doubt that code works though. It says it was tested on a PAL version, which I don't have (mines NTSC), but Square doesn't put codes like that into their games. The only way I know of to double your hp would be by gameshark or codebreaker.
I'll get that code removed so others don't get fooled. Sorry about the confusion.