Cheat Codes:

Pause the game, and press 'M'. Now you should hear a sound. Write 'MOTHERFUCKENKIWIBASTARDS' and you will have neverending lives.

Or, on level 2.4, stand by the entrence to the room with the large octopussy and shoot to the right a couple of times. A warp will apear and you will be able to go to to level 3.1.