Press C + Start at the stage select screen to be able to select which audio track the game will use for that level.
At the title menu where you can see the Start, Options and Records entries, highlight Start with your cursor. Press Up on the D-pad twice; your cursor should now be over Options. Then enter:
A, B, B, C, C, C, C, C, C, C
Press Start to enter the Options menu. If you performed the trick properly, there should be three new options here: Stage, Mode, and Control.