At the title screen, press Start to go to the Options screen. At the Options screen, set "Arthurs" to two, "Lives" to seven, and "Continues" to four. Next, choose the Test Sounds option and select "Teleport." Press Start, and the word "Cheat" will appear. Start the game, pause it, and press Select. You now have a Stage Select mode. When your game is over, you can reactivate Stage Select by holding L + R.
During the playing time of any chapter or level, press L + R to skip to the next level.