Perfect for home defense." when picking up a grenade launcher, or "Remember kids, I'm a proffesional; don'ty try this at home!" when blowing a gaping bloody hole through an alien's chest (the gore effects are pretty nice, by the way), for example

So, on the start up bit that says PRESS START enter this code if you like.up-c, up, left-c, right, down-c, down, right-c, R, A, B... you will hear a horse neigh if it worked