Level Select:

To choose your starting level, start a game and lose all your lives. 
When the CONTINUE screen appears, hold LEFT until the cursor moves to 
the upper left, then press Button 2 four times. Now hold RIGHT until 
the cursor moves to the right side of the screen and press Button 2 
three times. Finally, hold LEFT until the cursor returns to the 
left-hand side and press Button 1 once.