Dude, I just tried this and it works wonders, thank you very much Biff!1. Go into your Steam folder - default should be "C:\Program Files (x86)\Steam\userdata\"
2. Search for user.ini (might be a few - check which one is for Duke Nukem Forever)
3. Open up user.ini and find an empty key binding (Say B=)
4. Change it to read B=set Engine.PlayerPawn bGodMode true
5. Find another empty key binding (Say L=)
6. Change it to read L=set Engine.Playerpawn bInfiniteAmmo true
7. Save the user.ini file.
Load up Duke Nukem Forever, and when in game press B for God Mode, and L for Infinite Ammo. You will need to redo a press of B and L during the game when you enter into new levels!
Hope that all made sense!
NOTE: Only do this if ya confident with file(s) editing and such (Disclaimer!)