Bonuses:
To get the bonuses, you and/or your partner cannot use a continue. The bonuses are located just before you reach the final Boss.
If you choose the parking entrance, keep going until the "security guard" chases you twice. After the second time, look to your right and you will see three to four barrels. One of them has a bonus in it.
If you do well enough, you will get some boxes with items in them before you face the Wheel Of Fate.
Free play:
Successfully complete the game with an "A" rank. Enter the options screen and select "House Of The Dead 3". You can now increase the credits past nine until "Free Play" appears.
Alternately, play well and get better than an "A" rank one or more times during the game at the point where you lose all your credits. This works best in one player mode.