At the level selection screen, hold L + R to display the code entry screen. Then, use the D-pad to enter one of the following codes. Press X to accept and activate the code.
Enter "LVLANY1" as a code.Disable level select
Enter "LVLANY0" as a code.Invincibility
Enter "INVINC1" as a code.Disable invincibility
Enter "INVINC0" as a code.