This was an issue that used to annoy me when I played this game. I hated that you lose the gun when you take damage. The gun never lasted very long and one could not enjoy blasting stuff with it. I came up with some Game Genie codes to eliminate that. They do not start you with maximum gun (you still have to collect for it). You just will not lose the gun when you take damage. 
Blaster Master (USA)
Never Lose Gun when taking damage [you still lose the gun when you die]
XTOAUTVK
XTOAUTUK

Blaster Master (USA)
Never Lose Gun when taking damage [you still lose the gun when you die]
XTOAUTVK
XTOAUTUK
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