Cheat:

All the lives you need:
When youre on the highscore-screen, write PSBOYS.

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Open up autoexec.cfg file in notepad and change the following parameters, 

0 means disabled, 1 enabled: 

 

PlayerTakeDamage - God Mode On Or Off 

AITakeDamage - Enemy God Mode On Or Off 

PlayerClip - Clipping On Or Off