On the level space station where you spawn, you notice one door is blocked.
Go out the door the right (the one that's not blocked) and go backwards as many times as you can without re-entering the door and make sure you are also as much to the right as you can go, look to the right, theres a space to another path!
Double jump across it to the other side, now your on the path the blocked door leads to!
You can get a bit ahead on the level, it dosen't help you much though because you just have to go back to the other side to get the other babies, however it is a cool cheat! but you can't go through both doors! now the other door is blocked!
So, just go back to the other side the same way you used to get on the side you are on. here are some actual (act-sh-u-wole) cheat codes: hold down square on the following:
left, left, up, left, down, right, right, right= gives you invinsibility for a while
left, right, left, left, left, up, left, left= gives you all charaters for multiplayer
right, left, right, left, up, up, left, right= changes all coins into mad garibs (small green guys smashing their heads with a hammer, they don't hurt you.
Hope I helped!
P.S. I've tried the all levels cheat and the infinite lives cheat, they both didn't work :(