Continue on the Same Level
After you lose all your lives, and get "Game Over", hold A + B at the title screen and press Select 5 times, then hit START.
Level Skip
Right before a round starts, hold START and A to skip to the next level. This only works up to level 16. After pressing start and A, press select and B and you will be able to skip to level 45.
255 lives
Enter NYOPUGLE as a password.
Level select
At the title screen, hold Start + A + B.