Level Select:
To activate the cheat it is important to watch the opening demo through 1 full cycle. Then, at the title screen hold L1 + L2 + R1 + R2 & press Select. The 'push start' text will change to secret code with 2 letters behind it. The left letter is changed with Up or Down, the right with Triangle or X. Settings are as follows -
MA - Stage 02
UT - Stage 03
RH - Stage 04
MK - Stage 05
HT - Stage 06