If your character dies you can blow yourself up. To do so, rapidly press all of the buttons except the directional buttons until your psycho power is full.

To adjust the screen, hold down X, Triangle, Circle and Square at the title screen. A grid will appear; and you can adjust the screen using the d-pad – so long as you don't let go of the action buttons!

To bi-pass getting enough experience for the gloves, simply enter and exit the 1 player mode, untill a red headed man is standing in the place of the usual upgrader. Talk to him and and he will offer you upgrades to all your gloves for half price and no matter how much experience you have with it. You will have to enter and exit quite a few times for this to work.