On the level select menu, play sounds 01, 03, 05, 07. Highlight Special Stage 2 and press A + Start.
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Infinite Lives
Get up to Launch Base Zone. Sound any of the alarms, so that the Kamikaze birds come after you. Charge up a Super Sonic Dash in between the alarm, but do not let go of the button. The birds will continually crash into you. After about 30 seconds, you will have gained enough points to get an extra life. Continue the process for as many lives as you want.