For this cheat you will need a copy of CAPTIVE. Load the game as per usual. On the level selection screen, insert your Captive disc. Press 'Fire' and the screen will say "Disk Error". Now replace your Captain Planet disk and the cheat will be active (of course, this may just be a cheat published by Tony Crowther to help sell Captive!). Another source says: When you have completed the Fire level, get killed on the Water level. Enter your high score name as "BBBB" and you should be able to start with infinite continues.

Run through the game as normal until you get to the level selection page. Now type in "go planet". Now, when the game starts hit 'F10' and 'Return' together, and you should be taken back to the level selection page, where you can choose any level.