At the title screen, when "PUSH START BUTTON" appears, press B, A, Right, Left, Right, Left, Down, Up, B, A, Right, Left, Right, Left, Down, Up, B, A, Right, Left, Right, Left, Down, Up, B, A, Right, Left, Right, Left, Down, Up. You'll hear a sound, confirming you did this correctly. You'll now be invulnerable to most things (spikes or energy beams can still kill you).