At the title screen, press one of the following.

Effect	Code
Invulnerability	B, B, B, A, B, Select, Select, B, A, A, Select, and Start.
Invulnerability and Level Select	Select, B, Select, B, A, B, B, A, B, B, Select, Select, and Start.
Level Select	Select, Select, A, B, B, Select, B, Select, A, and Start.