Press A, B, and Z. You will now have Level Select as an options

Passwords

4622     Maniac Mode
5656     Bonus Versus Level
4989     Bonus Battle Level
1616     Battle Royal Mode
8010     Level 1-1
1180     Level 1-2
8086     Level 1-3
2919     Level 1-4
1021     Level 1-5
0127     Level 2-1
1220     Level 2-2
1018     Level 2-3
0804     Level 2-4
0714     Level 2-5
1027     Level 3-1
2413     Level 3-2
3009     Level 3-3
6502     Level 3-4
6809     Level 3-5
0627     Level 4-1
8808     Level 4-2
3674     Level 4-3
4891     Level 4-4
0605     Level 4-5
0730     Level 5-1
2151     Level 5-2
3562     Level 5-3
3812     Level 5-4
2203     Level 5-5