On the second level of the "Mad Doctor" stage, instead of running into the pipe at the end of the level, jump on top of it and look upwards. While looking upwards, make Mickey perform a jump, and amazingly enough the mouseketeer will do a super high leap, allowing him to walk off the screen and to the right where he will find a room. In the secret room Mickey will discover a valuable extra life and some extra hit points.
When you see the Sega logo hold A + B + C + RIGHT, then press Start. When the first level appears let go of A, B, C and RIGHT. You should see the inifnity symbol where the number of lives should be.
At the Sound Test menu, set Music to "Continue", FX to "Appear" and Speech to "Think...". Now highlight Exit and hold Left for five sections. If done correctly you will hear a jingle. Start a new game to reveal the Level Select menu.