Can't change Batman skin with code

I'm trying to change the skin on Batman Beyond Arkham City by using this code and it doesn't work.

Press the following combination on the Main Menu screen (after you have selected your save slot):

Left, Left, Down, Down, Left, Left, Right, Up, Up, Down

I can hear the sound to confirm that I entered the right code, but on the next screen I don't get the choice of skins. I want to change into the Batman Beyond costume, which i purchased.

Any suggestions? Thanks!