At the Sega screen:
Hold the reload button and press Up, Down, Left, Right.
At the AM2 screen:
Hold the reload button and press Down, Up, Right, Left, Up, Up, Left,
Right.
Note: if you are using the mouse; switch to keyboard or joystick and
then enter the codes. When done, switch back to mouse.
After entering these codes you will be able to select Ranking Mode,
Freeplay, 9 Difficulty levels, Options Plus menu, Japanese Language,
Mirror Mode, Gun Select (pause the game while playing with [F3] and
use reload button to select the gun you want, including a new, secret
gun!) and a Book Keeping Mode.