When you go to the hole in the ground, after you fight eve for the first time,when the NYPD backup comes, do not go down the hole and exit the building.
Go to the cop on the far upright corner(the chubby cop)and keep talking to him because he gives you a couple of ammo clips.
NOTE:It may come handy in the sewers when you fight the monster(he's pretty hard for a beginner!)
More tricks, tips and cheats for this game are right here - Parasite Eve cheats
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