This is a cheat i have found (below) on lots of different sites which for me is complicated to follow. Either it doesn't work or i'm just stupid. Has anyone done it, or are you all just as stumped as me? If anyone has, could you explain in more detail please.

Completion bonuses
Successfully complete Story mode, then go back to the first area in the game (Blackfoot Territory). Locate the higher boulder that leads up to a ledge and a gap. While on a horse at the left side of that boulder, jump and use your spurs until you land on top of the boulder. Then, get onto the ledge and go across the next two areas. Stand between the two rocks in the water and hold L1 + L2 + R1 + R2 + X until the confirmation sound is played. Press Start to enter the options screen and a new option named "Gun" will appear. Once selected, you can replay any main mission or side mission (from checkpoints if desired), view the intermission sequences, and toggle the help messages. Note: You will have your current weapons, items, and skills when a mission is replayed.

it works, it's just a tad hard.