Persona 2 cheats

Ok, when I had a pirate copy of Persona 2, I was able to open a debug menu and have loads of money, HP and items. However I lost the copy and had to get an original version of the game. This is the cheat Ive been given by many cheatsites to use:

While playing the game, hold Select + Start to display a debug menu.

However it does nothing. There was a site that said you hold Select + Start + L1 + R1 and a menu should pop up. Neither of these cheats work. I tried both cheats in the normal menu, nothing. I dont know what Im doing wrong here and its very annoying.

Can someone help please?