Unlockables
To unlock a secret area on Level 1 of the game, according to cheats provided on Supercheats.com and console-cheats.com, you must fall with the last box and jump to the right before you meet the level boss.
To unlock a secret area on the Mad Doctor Level, you must step off the elevator and step back on. This will take you to the secret area.
Level Select
According to GameWinners.com, to select any level of the game, you must enter the sound test menu. Set the music option to "Ghost 1," the "SFX" option to "Explosion," and the "Speech" option to "Lonesome." Highlight the "Exit" option and hold the right button. You will hear a sound confirming success, and level selection will appear after starting a new or practice game.
Unlimited Health
Also from GameWinners.com, players wanting unlimited health while playing must enter the "Sound Test" menu. Set the music option to "Game Over," the "SFX" option to "Tap Watch," and the "Speech" option to "Woooh." Highlight the "Exit" option and hold the right button. You will hear a sound confirming the operation was successful.
Unlock Stars
Grab extra stars and maybe obtain a bonus life in the Mad Doctor level. According to GameWinners.com, when you arrive at the end of one of the passages located before the level where you ride on a plank with wheels, you reach a tunnel you must jump on. Once you have jumped on it and press "Up" and "Jump" simultaneously, you will jump out of the screen and obtain the stars.