Alright, so I just bought this game and I remember being able to have all the cheats on as a child and still play all the levels, only problem is, even with gameshark, if I have all the cheats I want on I can only play the Dam level and nothing else.

What gives? What can I do?

It sounds like your game is broken to me, it may be a cheat that you are using. there is one other way. have you perhaps used the "slight cartridge pull" trick? because that trick does damage your game...