Level Select: go to main menu and hold L1+R2+Circle+square, and press select.
If done correctly, you will have a list of levels.
Press < or > to select a level, and then confirm it.
Invincibility: Pause during gameplay, and do the same code from above.
If done correctly, you will see the cheat menu w/ the Hero Unlimited Live option.
It will also take out your health meter once you've turned it on.
More tricks, tips and cheats for this game are right here - Nightmare Creatures 2 cheats
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