In Edit Profile hold L2 and enter these codes:

Every profile name has a different cheat to unlock the 2 skins. To find out what the cheat is you have to go to insomniacgames.com and join the site. Put the profile name that you have and that you want the cheat for as your user name.

Dan Skin: LEFT, LEFT, LEFT, LEFT, UP, RIGHT, UP, LEFT
Nefarious Skin: UP, UP, UP, LEFT, RIGHT, UP, LEFT, UP