At the title screen, press Left, Left, A, B, C, Left, Up, Down, A, Right, A. If you did it right you'll hear a strange sound.
Level Select
On the Options screen, use Sound Test to play sounds 8, 4, 19, 71. If you did this correctly, the screen will flash. Exit the Options screen and begin a new game. Press Start to pause, then hold Down + A + C until a Level Select screen appears.