Access hidden menus, on main menu, highlight options and enter the following:
Cheat Menu: L+Left+Y+Start
Backer Menu: L+Right+Y+Start
Within Backer Menu select Backer 7 "Jacqui" and select Backer Area as "The HQ"
Within Cheats Menu turn on Infinite Health, Infinite Ammo, Infinite Grenades, Infinite Dog Tags and select the starting area as "The Perimeter".
Kill everything, and once you complete the 1st level, you can max out your skills so speed up things a tiny bit.