Level Select
     During  a  game,  press  Down  +  Start.  Next, hold Up and press
Triangle,  Circle,  X, Square. A number will appear at the left of the
screen.  To  change levels with L1 + Select. L1 + Start will start the
selected level.

"Flying" Lomax
     After  you  have used the Level Select, Lomax can fly. Press L1 +
Square to take off and to land.