During the game press A, B, then hold Left and press R, A, B, X, Select. Highlight the Swamp icon and if it doesn't turn red then the code entry was successful.
Pause the game at any time during conquest mode. Move the pointer over the map. Hold L and press A. Hold R and press Y, B, X, A, Select. Release R. Highlight the Armageddon icon and press A. The game should still be paused. Highlight the Conquest icon and press A then press X or B to choose a world.