Before you turn on the sega,take out player 2con.Then hold A,C and down. Now turn on the sega.keep holding these buttons. When it says press start hold start too. When it says the skill level you can let go.then pick a person. Then go to your right and there will be pannals on the wall.go to one of them and crouch down and hit c. Each panel will warp you to a different level.