Get to the fifth cave on the first island. Jump around in the place just after the fifth skull to find a secret room with the HudsonBee. When you continue, hold Left + Start to retain your items.
Get to the Title screen. Press Down, Up, Left, Right, B, A, B, A.
Press Start (on the screen with the couple under the tree) to get to the Title screen. Then, press Down, Up, Left, Right, B, A, B, A. This will bring up the "Stage Select" screen.