On the Options screen, set Game Type to "Platform Only". Next, press Left + B while highlighting options 1, 7, 1, 6 and 7. If you did this correctly you will hear a loud beep. To select a level, point to the option who's number matches the level on which you wish to play (i.e., to play on level 1, highlight Game Type.) Finally, hold Left + B until the game begins.