There is an unknown debug mode that is undocumented and only recently discovered in this game. It was revealed by the author of the game but even he couldn't recall the exact combination.

At the logo with the robot head, press these to unlock the debug menu. B, Up, B, B, Left, then Select. If done properly, you get a debug menu, where you can choose your level, or play a sound or music.
Or if you are lazy, use this fm2

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See also