To continue on the same level after you run out of lives, wait until the ''Game over'' screen goes away. Then, on the title screen, HOLD DOWN A+B while pressing SELECT 5 times. Let go of A+B, and press start.
Contributed By: Zardoz.
When you are at the Title screen, hold Start + A + B. Then, release when the level you want is displayed
Contributed By: Justoid27.
In the beginning of the level you want to skip (right after the opening theme music stops playing and the words on screen disappear), press and hold the Start button and (while still holding Start) press the A button and you will skip to the next level.
Contributed By: Dallas.
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