Run the game, then hit the left button on the back of your Action Replay (or similar) cartridge and press E before entering the following codes:
POKE 4166,173 (infinite lives - Space Invaders)
POKE 19701,165 (infinite lives - Asteroids)
Once you're done, press F3 (or enter SYS31506 if yours is not an AR cart) to restart the game with the relevant cheats in effect.
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