Press Triangle, Up, Right, Down, Left, Triangle, Left, Down, Right, Up, Triangle at the title screen. Select the "Cool" option on the main menu and press X to activate the "Open Levels" selection. Return to the main menu and select the "Start" option. Select the "Continue Game" option and press X at the password screen. A level selection menu will appear.
Extra lives
Enter the level select code. Start a game, pause and press Square. Fifty additional lives will be added to the game.
View FMV sequences
Enter the level select code. Hold Square + Start at the level select screen.