Configuration Mode:

During the demo, hold Up and Left, then press Reset on the NES. While the screen is blank, press A, B and Select simultaneously twice. If you did all this while the screen was still blank, the "Configuration Mode" will appear.

 

Quick Finish:

Press Start to pause the game. While holding Up, Left, A, B and Select, press Start to unpause the game and your ship will fly off the screen. Play resumes at the beginning of the next stage.