"Unlock all levels"

Step 1 -- start a new game and save it to the memory card.

Step 2 -- select "resume game" at the main menu.

Step 3 -- at the following screen, highlight your save and press up, down, down, up, left, up, right, down.

Step 4 -- the level-select screen will automatically appear.

Every level will now be unlocked.

"Skip levels"

During gameplay, hit pause and press up, down, left, right, right, left, circle.