Skip to the Boss:
While playing, pause the game by pressing Select. On the 2nd controller press A, B, Up, Down, Up, Down, A, B, Left, Right, Left, Right, A, B, A, B, A, A, A and A. If done correctly, a sound will be heard. Now press Select and enter the same code again. If done right, a different sound will be heard this time. Now just complete the current area and you'll be warped directly to level boss.
Sound Test:
On the Title screen, hold A and B on Controller 2, then press Start on Controller 1. When you press Start, the character on the screen will smile and nod his head. Keep holding A and B on Controller 2 until the message "BGM + SE 00" appears on the screen.