Just type these codes when you're standing still in a level and don't have the game paused. During game type: levXXXX. For instance to skip to level 11 type lev480.

Effect	Code
Skip to Level 01	568
Skip to Level 02	790
Skip to Level 03	1048
Skip to Level 04	1342
Skip to Level 05	1672
Skip to Level 06	2038
Skip to Level 07	2440
Skip to Level 08	2878
Skip to Level 09	3352
Skip to Level 10	3862
Skip to Level 11	4408
Skip to Level 12	4990
Skip to Level 13	5608
Skip to Level 14	6262
Skip to Level 15	6952
Skip to Level 16	7678
Skip to Level 17	8440
Skip to Level 18	9238
Skip to Level 19	10072
Skip to Level 20	10942
Skip to Level 21	11848
Skip to Level 22	12790
Skip to Level 23	13768
Skip to Level 24	14782
Skip to Level 25	15832
Skip to Level 26	16918
Skip to Level 27	18040
Skip to Level 28	19198
Skip to Level 29	20392
Skip to Level 30	21622
Skip to Level 31	22888
Skip to Level 32	24190
Skip to Level 33	25528
Skip to Level 34	26902
Skip to Level 35	28312
Skip to Level 36	29758
Skip to Level 37	31240
Skip to Level 38	32758
Skip to Level 39	34312