At the title screen highlight the word "Option", then press and hold L + R + Up + Start. You
now have six continues.
Start a game, and on the first stage, go to the boss without shooting any enemies. When you get to
the end of the stage, just shoot the boss - do not hit the side guns. When the boss is destroyed, and
you start the next mission, cycle through your arnaments. There is a new weapon, Napalm.