During the game, when "Galaxy Zone," "Asteroid Zone," or "Nebula Zone" appear on the screen, quickly tap Buttons 1 and 2, alternating. It is VERY difficult to get it to work as the tempo needs to be just right, but when it does you will access the options screen.
Whenever you finish off a level and the name of the next level is on the screen, hit 1 and 2 alternately about 25-30 times total. If you are fast and don't double hit one of the buttons, you'll get those 2 purple firing drones to begin the next stage with.