At the title screen, if you wait long enough, you will enter an AI demo - the demos go from Levels 14, 15, 23, 30, and 5, in that order. During this demo, the AI controls almost everything. However, in the third demo (Level 23), you can press the A Button at times to influence things like the ball's launching. When launched, the AI tries to keep the paddle under the ball. Normally, this succeeds since you can't control the paddle; however, if you activate the laser, the paddle shrinks slightly. If you time this correctly, the ball will bypass the paddle and therefore a life is lost. If you then use the continue cheat (Select five times while holding A and B), you'll go to the level the AI lost a life on! Just keep in mind that the game will show Level 23 as Level 1, Level 24 as Level 2, and so on.
In the beginning of the level you want to skip (right after the opening theme music stops playing and the words on screen disappear), press and hold the Start button and (while still holding Start) press the A button and you will skip to the next level. Note: This only works for the first 16 levels.