Invincibility:
Type wellhard during game play.

Level select:
Click on the "Load" icon, then hold Left Mouse Button + Right Mouse Button for approximately five seconds before releasing. A level select screen with a "Hardman" option will appear.

Super weapons:

Supa Dupa Missile Boosta
Mission 8, Phase 3: Go to the bottom right corner of the screen. It is hidden behind a big bush.

Supa Dupa Bullet Proofa Vest
Mission 12, Phase 4: After destroying the turrets and boarding the helicopter, fly to the top right corner of the screen. The vest is hidden in the fat snowman.

Supa Dupa Rank Boosta
Mission 16, Phase 2: It is located in the top left corner of the screen. It is not hidden and it looks like a sign for a four-star general.

Supa Dupa Troopa Boosta
Mission 20, Phase 1: This is a big yellow S in the middle of the screen. It improves your rank until your troopa dies and gives a Bullet-Proofa Vest, Missile and Rank Boostas for the phase. Note: There is a spike trap near its location.

Supa Dupa Troopa Boosta
Mission 22, Phase 2: It is located in the bottom right corner of the screen and is guarded by a turret. Destroy the helicopter with grenades, then rocket the turret before getting the Troopa Boosta.