All weapons on that difficulty level and lower will now be silver, indicating that they have unlimited ammunition.
Option Mode is where you can set your difficulty level and review high scores, as well as purchase new characters, higher levels of characters, higher difficulty settings, and story scenarios in the "Shop".
When you finish the game on a given difficulty setting, all the weapons will then be silver with unlimited ammo the next time you play Black on that difficulty level or lower.
Which brings us to one of this game's major problems -- the difficulty level.
After that, my confidence level went down because the difficulty level went up... and up... and up...