At the title screen, hold I + Select. Keep holding the buttons while the demo of planes pass through the title screen. When the demo is over and the 10 blue planes come from the left again, release Select and press Run. If done right, you'll have 8 continues instead of 2.
At the title screen, push II, II, II, II, II, I, I, I, I, I, I, select, select. This will activate the level select option. Then push the following button combinations to start on the desired level: