After starting the game normally, push in this sequence while playing:
LEFT, O, X,
RIGHT, O, X,
DOWN, O, X.

This should give you a cheat menu if it is done right.

NOTE: The pogo option allows you to get to really high spots (like on the last level where all the free lives are!).
DO NOT SELECT THE PAL OPTION BECAUSE IT COULD CRASH YOUR GAME!!!

And a little somethin' extra:
When you have selected the "start a new game" button, you must select Mission and the skill of the game. Just Hold L1, L2, R1, R2 and you`ll get all the missions!!

Or...
At the Restore Game screen, enter the password: X 7 P ! 4 5 Q X 3 9. This should give you access to any level.