Press and hold the C button when the Sega logo appears on the screen and 'sweep' the D-Pad in a clockwise direction starting at Up and doing a full circle around it while still pressing the C button. If you have done this correctly you will hear a noise as confirmation and if you then press 'Start' you will be able to select what level you want to go to.
Enable the 'Level Select' code and then highlight the last level on the level select screen and press A + B + C + Left. Then press A + B + C + Left again when the screen fades.
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