just go into world 1 and go in level 1 and get mega mushroom and destroy everything in
youpath do not go past the exit collect all of the lives then go in the exit

beat the game, then you can save anywhere except in the middle of a level

either beat a castle or spend 5 coins to get into a mushroom house to save, or beat game
and save whenever u want

to get 99 lives quickly, at the end of world 1-1, jump on the red koopas head and carry it
to the back one of the steps make sure that you hold the down button so you dont get hit.
when it gets up and starts walking across the step, jump on it, then press a and youll
keep getting lives

if u dont understand go to http://www.youtube.com/watch?v=bLzIa87B-14 and watch them do it