Press Down, Down/Right, Right, 1, Down, Down/Left, Left, 2 on controller two at the title screen to enable cheat mode. Then, enter the following codes to activate the corresponding cheat function.
Unlimited continues: Press 1 on controller two at the title screen.
Unlimited health: Press 2 on controller two at the title screen.
Level skip: Press 1 on controller two during game play to advance to the next level or press 2 to fail the current level.
Level select and sound test: Press Up, Down, Left, Right on controller two.