At the Press Start screen, hold L + R and press:

Note: this code only works on Nazz's boss level. To play as Nazz unlock level select and all pick ups (but if I were you I'd unlock all the codes for after the level but mainly do level select and all pick ups) and go to game cheats and go to boss uhhh... 2 after the information intro give Ed the helmet and nazz will be playable for the few seconds you have.(note: you have to hold down the B button if you let go of the helmet and he will start moving again) The controls are the same as the Ed's except nazz has the opposite. example:if there is a ladder and you press up Ed will go up but Nazz will go down etc. but the B and A buttons stay the same for both charecters. Enjoy.