Castle level:
Hold A + B + Select + Up and press Start at the title screen.

Pirate level:
Hold A + B + Select + Down and press Start at the title screen.

Ocean level:
Hold A + B + Select + Right and press Start at the title screen.

Forest level:
Hold A + B + Select + Left and press Start at the title screen.

Continue game play:
Hold A + B + Up and press Start at the title screen. Alternatively, press A + Start or Up + Start at the title screen.