The cheat code is JASSICA16

After you type it and it says Cheats Enabled, hit [F10] to use the cheat.
You should drop all your guns before you use it so it can add
the better ones to your inventory.

If you hit [Ctrl]+[F10] you toggle immortality.
It will popup a window telling you whether it is on or off.
If you use an elevator or a transporter you will turn immortality off.
Make sure you turn it back on before you die.

Interesting commandline parameters :
-debug   : debug mode
-warp    : warp to a level (add nummber)
-skill   : set skill
-asylum  : start up says "Running Enhanced Mode (NOT!)"
-egg 250 : Weapons (use with warp)

To get a refill on ammo just drop the weapon your using
and pick it up again.