Level Select
At the title screen, press and hold L on Controller Two. While holding,
press and hold R on Controller Two. While holding both buttons, repeat
the same procedure on Controller One. While holding all four buttons,
hit A on both controllers simultaneously to start at Stage 2. To reach
other stages, hit these buttons instead of hitting the two A buttons:
Stage 3-both B buttons; Stage 4-both X buttons; Stage 5-both Y buttons.