All you need to do is use the cursor on the title screen to select the dot in the "i" in "Lemmings". When you do this, your cursor will temporarily say "Hi" to indicate you have done it right. This makes text appear above any Lemmings' head whenever it says something.
Level select & ending scene
We all know about the music test and word bubble cheats(press the knothole in the tree and the dot of the "i in lemmings 2) but, notice the finger dosen't move when you press any door or window. Press the doors or windows (it dosen't matter which one.)like CRAAAAAZZZy!!!! if you try and try and try sooner or later it wil say "cheat mode"(opens up all levels to play at your lesuire). This next one is a LOT easier press b right under (or even on) the VERY bottom of the "2"it is somewhere to the left i think. These cheats are MUCH harder than the other ones so don't get discouraged if it doesn't(and probably won't)work the first hundred times.
Sound Test
On the Title screen, move the cursor to the hole in the tree in the lower-left corner of the screen. Press B to make the words "Music Test" appear in place of the cursor. Press B repeatedly to change the music.