Begin a new game with any ship with the HARDCORE as the diffiuclty. 
Destory the big astroid as well as the two medium ones, but not 
clearing level 1 in Zone 1. Now get killed, as soon as your ship 
explodes, press ESCAPE (do this before your life counter goes down).
Now select RESTART ZONE. Your live counter will stay the same as 
before. Destory the big astroid again, now watch your life counter
when you destory one of the medium ones, your life counter will go
up by one. Get killed again (w/o your life counter going down). and
RESTART the zone. You will 3 lives instead of the default of 2. 
Repeat this process 4 lives, and so forth.