At the 'Title' screen that says 'Press Start' enter the following codes. A sound will confirm correct entry then go to the Sage at the back of the Inn and enter into the 'Cheats' section. To activate the cheat you have unlocked press X.
Invincible Rau: Enter Square, Circle, X, Square, Circle, Square, X, Circle, X, Square, Circle, X at the 'Press Start' screen.
Full Health Power: Enter X, X, X, X, Square, Square, Square, Square, Circle, Circle, Circle, Circle.
Alternate Costumes: get a memory card with a saved game from The Mark Of Kri on it and insert it into your PS2. You will now be able to start Rise of the Kasai with six alternate costumes already unlocked.