You can access the 3rd Background type By going to the options menu Select the Screen options and highlight any of the TYPE backgrounds, then Hold the A button for 5 seconds and the 3rd TYPE background will be unlocked. You'll hear a "Roger!" sound that confirms it.
Secret Song
When playing the game, Start on Stage One. If you are able to make it to Stage Three with over two thousand energy, a secret song will play before the stage song plays.