Just saying there is a level select cheat (its very possible but I don't have the exact code).
If you are using an emulator like epsxe and you are playing this game, go to the level select screen, use a scanner like cheat engine and search for the value number of the level (e.g. 1 for trade federation, 2 for naboo etc). Once you find the address get the value set window up and type in your level number then press X and really quickly switch back and press ok to change the level number. It will start you on that level once it has finished loading.
Also noticed the value can goes up to 50 will fill the level names counter with misc text from other parts of the game.