On one of the levels when you are in "Hell", you will come across two gremlins trapped in cages. There is a gremlin that is in the hanging cage with the lever in front of it, if you press the lever the cage will drop down a little bit, hop down with it, and there will be another lever and a furnace. Press the lever and a giant flame will come out of the furnace and fry the gremlin! Its pretty funny.
Beat the game twice and then go to multiplayer, once you have one three games of multiplayer, play single player, you will have invincibility.