Level select
 
 At the text credits opening screen, hold Up + X + Start and select
 "Load Game". 
 
 Fight level 2 Boss
 
 Enable the "Level select" code. Then, hold L1 during the "Loading"
 screen. 
 
 Fight level 5 Boss
 
 Enable the "Level select" code. Then, hold R1 during the "Loading"
 screen.