Hold X + Y, then press A(4), B(4), A, B, A, B, A, B, A, B when the text "Press Start" begins flashing at the title screen. Enter this code again on the level selection screen to select a specific stage within that level.

Alternatively, hold X + Y and press A, B, A(4), B(4), A, B, A, B, A, B, A, B at the title screen.