Sound test:
Hold Right + B + A and press Start at the title screen. Alternately, hold A + B + Up and press Start at the title screen.

Hint: Level 1: Fire attack:
Just before you fight the Boss, there is a missile launcher. Destroy it, then stand where it was located. Press Down and jump to drop down and land on a platform. Drop down again to get a hidden fire attack.

Hint: Level 3: Extra live:
Just before the area with the elevators is an indention in the roof. Use your chain to get up there, then do it once more to find a hidden life and a random bonus.