In Expert mode, you must go through all of the levels one at a time without a break or mission, and on a harder difficulty. You are given five lives, any lives you pick up, but cannot continue. If you lose all your lives, you must start all the way back on the first level. However, if you find yourself in a dangerous position (for example, falling off a cliff), press Start before the game registers the loss of the life, then select "Quit". At the Expert mode menu, select "Resume". You will start at the beginning of the level you were on, but you will not lose that life and will resume with the total lives you had previously.