Level Select
Wait until Higgins is hit by the coconut on the title screen and then, press Right, Left, Right, Left, A, B, A and B.

Continue Game Play
Locate the fifth skull in the first cave on the first island. Walk past the skull and then up and down to discover a hidden room. Collect the Hudson Bee Logo from this room. Hold Left and press Start at the Game Over Screen to continue game play with all prior items at the last level played.