Expert mode:
Hold Up + Select + II and press Run at the title screen.

Sound test:
Hold I + II + Select and press Run at the title screen.

Level select:
Press Run at the title screen to start the game. Immediately hold II and press Run five times (for level 2), Run forty-five times (for level 3), Run twenty-five times (for level 4), or Run one hundred times (for level 5).

Hint: Help from turtle:
Save the worm at the beginning of the first stage by shooting both enemies that attack it. Do not shoot the worm. Butterflies will appear at the first end Boss if this is done. Then, proceed to stage four without dying to get the protection of a large turtle.