The following cheat requires you to edit a game file. Don't forget to make a back up.

Fine tune the Difficulty level:
In the Thief: DS System Folder, use a text editor to open the 'default.ini' file. Under the 'Difficulty' heading, change the values for the following parameters to enhance (enter a number greater than the initial value) or diminish (enter a number lower than the initial value, down to 0) different aspects of the Difficulty level. The changes will be applied when you begin a new game.

Thanks to Revolution reader Shalonwe!