Begin game play in single player mode.
Summon a CPU assistant and move to a safe location.
Repeat this procedure until the Boss is defeated.
On the Game Over screen, hold:
A + B + Select and press Start.
If successful you will be able to continue game play.
Hold A + B + Select, press Start (at Game Over screen)
This trick is really super-simple but will save you much heartache and really just be a nice thing to know how to do:
1) While you are in the game, jump.
2) While in the air, press START to go into the selection screen.
3) Now, make sure you have the JUMP button held down, and press START to go back into the action.
you should find you have jumped in the air. You may do this as many times as you wish. This is a big help in level 3. Also, when you get the invulnerability power, you can just jump through the whole level and not get touched! It's really cool when fighting the bosses, because it hurts them, too.
Be aware, however, that there will be times when it just doesn't work. I don't know why.