Type "Kill them All" during gameplay.
While playing the game, press F2, F11, F2, F11 in under a second. After that just enter the following cheat codes. Then press F3 to leave the cheat modus.
ZEUS - Gives West/Gordon 1000 Hit Points
HEAL - Restores Health
BANDAID - Gives Bandages
ADDCOLT - Get the Colt .45
ADDRIFLE - Get the Rifle
ADDZAP - Get the Electrogun