This game has a hidden level select.
Enter the options menu and select the practice mode. During practice mode, pause and press B, A, B, A, Right, A, C, Up, Start (B. A. Baracus, Mr. T's character in The A-Team). The screen will flash white to confirm correct entry. Now hold Down+A+B+C and press Start to return to the title screen. Start a normal game, and the level can be chosen with Up and Down at the character select.