Stage Select/Skip
From the title screen, choose ''Options''. Highlight the ''Exit'' option, then hold L and press Start. Back at the title screen, with ''Game Start'' highlighted, hold R and press Start. The game will begin.
To access the stage select screen, press Start to pause the game, then press Select. Choose a stage from the list (there are more pages if you scroll down) and press B or Start to begin there.
To skip to the next level (or to see the ending when you're at the last level) press Select during gameplay.