Hold Up and press Select + I + II to skip the first level. Hold Down and press Select + I + II to skip subsequent level.
Press Run + Select to reset the game, keep the buttons held, then release Run and press Up when the title screen is displayed. Release Select and press Up three times, Right six times, Down, Down, Left, Left. Invincibility and level select will now be enabled.
Hold I + II + Right and press Run, Run when the phrase "The End" appears after game play is over. Alternatively, hold I + II + Down and press Run at the title screen after game play is over. The game will continue up to three times from the start of the last level played.