While your on pause press LRLRXXYY then it will show you a note saying " Welcome to the secret challange mode " then it should show an arrow at the top corrnor of the screen.
The challange mode is used on Worlds, but if the arrow is gray then it can't be used in a course like W5-4. if the arrow is red then you can use it. The challange mode only changes one thing: if you chose a course you can use the challange mode on, YOU CAN'T GO BACK WHERE YOU WALKED!!! If you get stuck or traped and can't get out, press return to map. If youturn off the game and you turn it back on, the arrow will be gone.