Invulnerability and Infinite Ammo
At the screen where you see "PUSH START BUTTON", press B, Select, Select, Select, B, Left, B, Down, Up, Start.
At the title screen, when the animations end, press B enough times to reach your desired level. (For example, twice for Level 2 or five times for Level 5 - there are eight levels total.) Then press Select, Right, Right, Select, Right, Right and begin a new game to start on that level.
Know Something We Don't?
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Have We Been Fooled?
You can submit a problem report for any non-working or fake code in the lists above.