You usually start the game with 5 lives, even if you save the game. You can use the "Mysterious Letter" to save all of your 1-Ups between gaming sessions -- it's slower than just racking up a bunch of lives using the turtle method each time you begin a game, but here it is anyway: If you start a different save file (you can simply copy your file over), it will automatically pass on all of the lives you had in the other file through Mailtoad. Save and quit, then return to the file you want to play and the lives are passed back again. Note: If you go into the same save file twice in a row you'll get the 5-Up Princess Peach letter instead.