Press these controller actions at the title screen to begin at the desired level.

Level 2
Press A, Up, Down, Left, Right, Right, Left, Down, Up, Start.

Level 3
Press A, A, Up, Down, Left, Right, Right, Left, Down, Up, Start.

Level 4
Press A, A, A, Up, Down, Left, Right, Right, Left, Down, Up, Start.

Level 5
Press A, A, A, A, Up, Down, Left, Right, Right, Left, Down, Up, Start.