Y won't the cheats work??

Enter codes at the "Campaign/Bonus Features" main menu.
L L U L R D R Infinite Health - Invincible
Note: Use of these cheats will prevent you from achieving gamerscore!

Thats all i can do 4 u

Ok I've actually been having problems with this recently myself.
If anyone else still needs help with the cheats, I've finally figured it out.
I'm not sure if it works with the thumbstick or not, but I know for certain it does with the d-pad, but in enable for the game to recognise any of the cheats, you have to hold the X button while you input the code.