Cheat
This may seem obvious, but not many people realise this! After selecting "story" game, shoot off screen. In small writing will be written "EASY". This will give you five lives instead of three. Also, if you have the G-Con gun and you like the style of arcade playing, plug your sony hand controller in port 2, and use as foot pedal. Just push down on control pad with your foot (doesn't matter which button) Wearing socks or bare feet is advisable!
Cheat
On the main screen with the boxes shoot one bullet in the R and then two bullets in middle of the cross hairs.