I've always dreamed of doing that. And i did at my friends house! Sorry, but you need a multitab (four players) and the 3rd and 4th person to push start gets to be red spy and blue spy! If you don't...
go to multiplayer mode and be them.
In the game Spy vs Spy on play station there is red, blue, white and black spy
Red Spy,Blue Spy, Black spy and White spy are the spys
You might be able to find it on trademe