Level Select:

At the title screen press and hold the A, B, and select buttons all at once on controler two. Then input the following codes on controler one

For Stage 2: A, then start.

For Stage 3: B, then start.

For Stage 4: A, then B, then start.

For Stage 5: B, then B, then start.

For Stage 6: B, then B, then A, then start.