Go to the Load Game screen. Enter left, right, L, R, up, up, down, Select. If entered correctly, you will hear a viking burp. Now you will not take damage from regular enemy attacks and falls (although spikes and other things will still kill you). But that's not all! Once you enter this code, go to the Load Game screen. On the 6th save slot, you can now press right and left to select a stage. This (almost) makes up for the lack of a password feature in this version of The Lost Vikings.