Level select:
Press Left(2), Right(2), Up, Down, Left, Right, Up(2), Down(2) at the main menu. A cheats option with level select will appear at the bottom of the menu.

Cheat mode:
Enable the "Level select" code. Then, press C-Left, C-Right, C-Up, C-Down, C-Left, C-Right, C-Up, C-Down at the cheats screen. A sound will confirm correct code entry. Pause game play to display a cheat menu.