Level select:
Press Start to pause game play. Then, hold Z and press R, B, A, B, A, C-Up, C-Down, C-Left, C-Right, C-Up, C-Down, C-Left, C-Right. A sound will confirm correct code entry. Highlight the new "Unlock Worlds" option that appears and press A to select any level.

Bonus levels: Press Start to pause game play. Then, hold Z and press C-Down, L, R, L, R, L, R, L, R, L, R. A sound will confirm correct code entry. Highlight the new "Enter Secret Worlds" option that appears and press A to play the new levels.