Well, I've tried to do exactly like what the codes telling me from the code section, but it doesn't work for me, I think it's because I got a different region or something, after searching here and there, I've found the code that DO work for me :). Just in case there's guys like you who suffered the same thing as me, then I hope this will help :).
Always enter the master cheat codes first between each cheat, and then press the corresponded button to enable specific cheat :).
Master Cheat codes : Press and hold L + R + Left Analog Thumbstick + Right Analog Thumstick for more than 3 seconds.
Maximum Rewind : Y, A, A, L
Unlock All Weapon : X, L, B, R
Unlock All Loco Moves : B, B, R, Y
Fill Your Health Bar : A, X, B, Y
Good luck :).
I've tried to submitted these via the code submission form, but apparently it's detected as the same code that posted here, so therefore I posted via this board :).