At the Title screen, enter the following configurations: Hold L and R, press Up, Down, Left, and Right. Then press start.
You should go directly to the options secret options menu. Go to LIVES and switch it to 9. Plus, go to INCREASES EVERY, and switch it to 200,000. That way, you'll start the game with 9 lives and you'll get an extra life every time you get 200,000 points.