During gameplay press Square(2), X, Left, Right, Left, Right, Square(3), X, Left, Right, Left, Right. Then press Start + Select to return to the 'Main' menu. When you now select the 'New Game' option ALL levels and game modes will be unlocked (This code cannot be disabled).
While playing a game, press square,square,X,left,right,left,right,square,square,square,X,left,right,left,right. Then press start and select to return to the main menu. When you start a new game all levels etc will be unlocked.