On the Character-Choice screen comes up type "I WOULD RATHER BE WATCHING THE FOREST ". Then select END. Now you can pick levels. When you press Enter you will get 9 lives.
On the title screen, type in "I WOULD RATHER BE WATCHING FOREST" and press 'Space'. The bottom part of the screen will now change to 'CHEAT MODE ACTIVE ALL'. Now highlighting Options with the joystick and moving it left and right means you will be able to select and jump straight to any of the various levels within the game. Also during play, pressing 'F1' to 'F4' will change the control method. The full stop key will skip the current level and pressing 'Enter' on the keypad will give you nine lives.
Try typing in "BLOOD AND GORE" and again hit 'Space'. The bottom part of the screen will now read "CHEAT MODE ACTIVE ??3". What effects this exactly has on the game I'm not too sure.
For fun, on the title screen type in 'LOTTERY'. The computer will now randomly generate some lottery numbers.