Cheats > Game > Cheat: 48593

Level Select
2789

Go to the OPTIONS screen.
Use the SECOND controller and press L,R,L,R,U,D,LS,RS,S.
The words SECRET MODE should appear at the top of the screen.
Now go back to the TITLE screen and press U,D,L,R,LS,RS,A,Y,C,Z,B,X.
You can now choose your starting level.