Intentionally lose the game. Wait for the credits to appear, quickly press C, B, A in a sweeping motion, then press Start.
Hidden message
Insert the game disc into an audio CD player and play track 2. A backwards audio track with the repeating phrase "number 9" (in reference to The Beatles song) can be heard.
Level select
Insert Disc 1 on levels 1 or 2 to restart levels 1 or 2 if you are currently on levels 3 or 4. The "Remove CD 2 Insert CD 1" message will appear. Press A, B, Right, A, C, A, Down, Right, B, A.