Hit ''~'' key (next to the 1) to call up command window.
Type:

Press ~ to bring up the console then type in exec cheats.cfg and press ENTER to activate cheats

Now press a letter below

Obtain all the nukes and beat the game on the ''Easy'' difficulty setting to get double kicking power.

Obtain all the nukes and beat the game on the ''Normal'' difficulty setting to get the blue shirt, which halves the damage Duke takes.

Obtain all the nukes and beat the game on the ''Hard'' difficulty setting to get the X3000, a lightning gun that tagets enemies by itself.

Get all ten Nukes in each level on Hard difficulty to unlock the lightning gun (on level 1-2, you only need to find 10 of 11 possible Nukes). After beating the game, replay level 8-3. Go through the level without dying or reloading, and again get all ten Nukes. When you reach Robo-Duke's chest level, press up at the path near his right hand (your right), and you will enter a hidden area containing Wozma, the secret boss. It has a ton of health, but you have unlimited ammo.