Set the game type to Driving Only, then hold Left and B at each of the following numbers:
1, 2, 3, 4, 5, 6, 7, 6, 5, 4, 3, 2, 1
A confirmation sound will tone if done correctly
Go to the Options Screen and choose ''Platform Only''. Hold Left on the pad while pressing B over the following numbers: 1 - 7 - 1 - 6 - 7. I done correctly, you should here a louder beep when you press B the last time. Next, set the game up the way you want. Point to the number of the stage you wish to start at and hold Left and B to start at that stage. This can take you to any stage except 7.
Level Select: Pause game and press Left, Right, A, B, B, A