In order for it to work, pause the game, hold down the second analog stick, then press up, down, left, right, up down. If you've done it correctly you'll hear a weird sound.

When i do it, i press the right analog stick during the game or when there's an intro before you start the level and press the directional pad down, up, left, right, down, up and u'll hear a funky sound. Hope that helps.

you suck your balls