At the bonus mission screen, hold Select and press L, R, L, R, L, R. Repeat the code to unlock the next bonus mission. The bonus missions are "Paris-Nice", "Heroin Factory", and "Television Free Indonesia".
All bonus missions
Go to splintercellessentials.com on your PSP's Internet connection, select "PSP User", and enter "A27200203S" as a code.
Splinter Cell: Chaos Theory reference
In the mission after the graveyard, get to the part where you escape from your cell. You will hear two men talking about what seems to be a football player being traded to another league. This same conversation can be overheard in Splinter Cell: Chaos Theory, during the first mission in Single Player mode.