Pick any Level:

Press start to get the player and level number screen, and push buttons A and B to select your level. The shortest route from point A to B is to push buttons A and B.

 

Stage Select and Extra Lives

Hold Up, A, and B, then press Select. Release everything and hold Up and Left, press Select, and release everything again. Then press Select twice and you should hear a sound to confirm code entry. At the stage number screen, you can press A/B to increase/decrease the level number by one, not five, going up to 100, not 81. (Go above 100 to cycle back to 1, but with harder levers.) You can press Start to increase your lives, too, and Select enable the long-range weapon.