The game cannot be saved when non-costume codes are enabled. To bypass this, enable the code on a level that has an auto-save point. After reaching that location, intentionally die or press Start.
DS version didn't do so hot, oh well I might pick it up in the bargain bin one of these days.
The PlayStation 2's extensive library of titles remains among the largest and most high-quality in gaming history. Given how long developers kept making games for the system - its last game came out ...