At the end of level 4, fly up too the cresent moon (using the up key.) you will come too a room with a bunch of things.When in the cloud maze on level 4, go through the little water puddle that leads the rong whey, and hit up when you can go no further.
Codes
Extra game: up-a-select at the same time on the main menu.
Health bars, nr. of lives, and sound test: down-b-select at the same time on the main menu.
Press U,A,Select for an extra game, press D, B, Select for Configuration mode.