This game has a hidden level select.
The SNES Phalanx is a shooter and yeah, um, quick question, Kemco...
Why is there an old guy with a banjo on the cover of this game???
Hold R and press B when selecting the "System Configuration" menu. Now, press L + R on Controller 2 to add the lives/credits setting, and then B + A + X + Y for the Level Select.