To do this, you must have a copy of Sonic the Hedgehog 2. activate sonic 2's level select (sound test: 19, 65, 9, 17)
Now, without turning the system off, remove the cartidge, and insert the Sonic 3 Cartridge. Reset the Genesis console, keeping the A button held down at all times. On the title screen, press down untill you see sound test. Success! you now have an easy (but different) way to access the level select and sound test! If you are afrade of this damaging your games, please, don't try it. I have never had any game be damaged by this trick.

Bonus: If you look at the level Icons, you will see the icons from sonic 2. If you look carefully, you will see the Icon for Hidden Palace Zone, a level that was "removed" from Sonic 2!