First perform the cheat code, then set the difficulty to easy, and press Right four times.
Press the following at the title screen: A, B, C, A, B, C, B, C, B, A - This will give you new options in the config menu.
Use the cheat mode secret then enter the configuration menu. Put the cursor on options and hold A while pressing right 12 times. Hold A until you exit the menu.
Turn on cheat mode. While you are playing press A+B+C to skip levels.