Collect the indicated number DK coins to unlock the corresponding option at the 'Cheat' menu.

Choose between 5 or 20 lives after game over: 5 DK Coins
Make Diddy's hammer swing faster: 10 DK Coins
Wing Power-up Cheat: 15 DK Coins
Torch Power-up Cheat: 20 DK Coins
Crystal Stars cheat: 25 DK Coins