If you plug in an Xbox 360 controller, Hold the equivalent buttons to the console cheats, by their actions, the cheat will work.
Example, while the 360 controller is your primary control device, you can hold Mouse2 and drag the mousewheel down [which is the equivalent of R2 on the PS2] and it will activate the health cheat.
This also applies to holding Mouse2 and pressing the UP button 3 times to get weapons, and up down up down to get unlimited ammo, this probably isn't really useful, however, as you can simply get a trainer.
It also works vice-versa, if you have keyboard as your primary control while a 360 controller is plugged in, you can enter the cheats as normal.
Not really useful, as said before, but it's probably good to know for some people.
