At the cheat code screen, enter the following codes to get to 
the levels. 

Level 2 = (A), (A), (B), (X), (Y), (A) 
Level 3 = (X), (A), (Y), (A), (A), (B) 
Level 4 = (Y), (Y), (B), (A), (X), (A) 
Level 5 = (B), (A), (B), (X), (X), (Y) 
Level 6 = (X), (A), (X), (B), (Y), (Y) 
Level 7 = (A), (B), (X), (B), (Y), (B) 
Level 8 = (Y), (B), (B), (A), (X), (Y) 
Level 9 = (B), (Y), (A), (A), (X), (B) 
Level 10 = (X), (A), (B), (B), (A), (X) 
Level 11 = (Y), (B), (Y), (X), (A), (B) 
Level 12 = (X), (B), (A), (X), (B), (Y)