At either the main menu or the character-select screen, hold L and all four of the C buttons for three seconds until you hear a signal. Now when you begin the game, wait for the name of the first city to appear. When the name of the first city comes up, use either the joystick or the control pad to warp directly to any level. To change countries, press Up or Down and to change cities, press Left or Right. You can also go to all of the secret stages.