Level Select
Select 'Restore Game' and enter the following code.

P3NDLDQNY2
Then select 'Start Game' and you'll have the choice of all 14 levels.

Cheat Menu :
To access the cheat menu, just press the following during game play -  Left, Circle, Cross, Right, Circle, Cross, Down, Circle, Cross -If entered correctly a cheat menu will appear.

The options are:
Invincible
Co-ords
Super map
Pogo
Pal Mode
Max Out
Game Won
Ponder
Return to Game

Level Skip
When in the cheat menu (see above for details), toggle the 'Game Won' option to on (green). Now exit the cheat menu and pause the game. Another menu will appear with the following options:

Game Paused
Return to Game
Next Mission
Abort Mission

Choose 'Next Mission' to skip the current level and move to the next level.

Final Level Code :
Go to the password screen and enter RT2W121V7J to get the final level.