Also, the W in Wampa and the S in Stompa must be capitalized. Begin playing on any level of the game, and pause the game. Repeat again to the left, again to the right, and again to the left. Pink text should appear at the top of the screen. Use L and R to change options.
Some options require pushing the Control Stick Up and Down to change.
Press A to activate them. To get the cheat menu back, pause the game, then hold down all the buttons used in Step 3 above and move the Control Stick Left or Right.