Enter HKSGP as a password then pause the game during play and enter these codes:
Code - Effect:

JGSGF - Ending
NRBGB - Level 2
RWHGK - Level 3
NGGGC - Level 4
BMFGT - Level 5
LRHGF - Level 6
NRPGD - Level 7
RLPGJ - Level 8
LWRGH - Level 9