Complete the first act, then quit to the main menu when mission 2 starts. Go to the chapter selection screen and select chapter one, then enter the cheat menu and enable anything desired. Note that a bug will appear in the top left corner. Start game play and continue until that bug disappears, indicating that the cheats are no longer active. Return to the cheat menu and turn the desired cheats back on, then return to the main menu. Choose "Resume" and you can now complete the game with the cheats active. The bug will no longer appear to indicate that they are active, and you will still unlock the trophies.