Once you have the key, look at your radar. You will see 2 doors, 1 is the closet, the other is where you use the key. Take the key there. When you are close enough, you will automatically use it.
Secret Artifact
In level two, kill the Blue Spy and pick up the information he leaves behind. When you're ordered to evacuate the area, now ignore your orders and go to the Tan Post. Kill the guys their and cycle through your wepons until you see the info as your weapon. Press SELECT and read it. Happy hunting!
Run Faster in Multi-Player Mode
Hold Square + Triangle to chase your opponent quicker.
Invincibility
Start a new game, then pause and press Square, Circle, L1, L1 + L2.
Campaign Select
At the main menu, press Square, Circle, R1, L1, L1+R1. You must do this within two seconds.
All Weapons
Start a new game, then pause and press Square, Circle, R1, L1, R1+R2. You must enter the code within two seconds.
More Damage in Multiplayer
When using the flamethrower in two player mode, tap the X button instead of holding it. The flamethrower will then do more damage.
Ultimate Cheat
This little cheat lets you enable all levels, get all wepons, infinite ammo, invincibility, all objects done, and last but not least walk through anything. During the game pause the game and press L1, L2, R1, R1, Right, Up, Up, X, Square, Circle, Triangle.
First person view
While playing a game, hold Start + Circle + Square. Press Start to resume the game.
More tanks
Quickly press Square, X, X, R1, R2 at the main menu.