You'll have to press Tab to bring up a chat box while playing, and type in one of the following codes:
/EMPIG - Turns EMP's into Pigs
/udderdestruction - Turns Bombs into Cows
/fowlplay - Turns Cluster Bombs into Chickens
Before You star keep in mind this procedure involves editing a game file so create a backup copy of the file before proceeding. Use a text editor to edit the "moonbase.ini" file in the game folder. Locate the "[Challenge]" heading towards the end of the file. The entries in this section look like "0-3=3". The number after the dash is the challenge mode level number. The number after the equals sign is the medal you have on the level. Set them to gold here, and you will not have to complete them in the game. Set all but one to gold and complete the remaining level on gold to unlock everything. Use the following as a reference for the values:
0: Not completed
Any entries after the first uncompleted mission are ignored.