I did find the code you mention- some further digging found the same code but listed a different place to use it. Try going Up, Left, Down, Right, Up, Right, Down, Left, Up, L1 + R1, L2 + R2 on the Mission Selection screen. You should see the screen flash if done correctly. All missions will be unlocked, and when the game is paused a "Cheat Screen" option will appear on the bottom of the menu with such selections as "Player Can't Die", "All Weapons", and "One Hit Kills".