At any time during gameplay, hold Start, then press Select, then release all buttons. Unpause the game and wait a few moments for the "Level Complete" message to appear.
Level Select
At the title screen, hold Down+A+B, and press Start. Press A or B to select a new level.
Music Test
Press and hold Down + Left + A + B + Select before the title screen appears, and you will have a new music test option when pausing the game.
