While you are in play, press start and go to the "code" entering screen, then enter the code.

Code - Result:

Left, Left, Left - Level 10 (on easy)
Left, Left, Up - Level 10 (on expert)
Left, Left, Down - Level 10 (on hard)
Left, Left, Right - Level 10 (on medium)
Right, Right, Left - Level 15 (on easy)
Right, Right, Up - Level 15 (on expert)
Right, Right, Down - Level 15 (on hard)
Right, Right, Right - Level 15 (on medium)
Up, Up, Left - Level 2 (on easy)
Up, Up, Up - Level 2 (on expert)
Up, Up, Down - Level 2 (on hard)
Up, Up, Right - Level 2 (on medium)
Left, Right, Left - Level 20 (on easy)
Down, Up, Down - Level 20 (on expert)
Up, Down, Up - Level 20 (on hard)
Right, Left, Right - Level 20 (on medium)
Down, Down, Left - Level 5 (on easy)
Down, Down, Up - Level 5 (on expert)
Down, Down, Down - Level 5 (on hard)
Down, Down, Right - Level 5 (on medium)