Quickly press A, B, A, C, A, B after entering the options screen. The sound of an explosion will confirm correct code entry. Choose any desired game options, then return to the main menu. Highlight the "Start Game" option, then enter one of the following codes to start at the corresponding level.

The Jungle
Press Start.
Outer Jungle
Press B + Start.
Ancient Temple
Press C + Start.
Inner Sanctum
Press B + C + Start.
CHIMERA Base
Press A + Start.
Biogenetic Labs
Press A + B + Start.
Inner Core
Press A + C + Start.
Draxx's Lair
Press A + B + C + Start.