When the Title Screen appears, hold L + R, then press Start. Go to the Options Menu to discover a new difficulty setting "Very Hard."
Choose Music on the Option Screen. Set the music number to the number of the stage you wish
to play, then hold Select while pressing L, R, R, L, Start. After a few seconds, you'll warp directly to the level of your choice. To select a bonus stage, select "HIT" for your music. To play against a boss, select "BOSS."