Unlock Professional Mode:
     First  complete  the  game  once.  Then go to the title
screen  and  highlight "New Game" option, then press Down or
Select to unlock the hidden Professional mode.

Secret Bonus Lives
     There are 4 secret bonus lives in the game's towns.

Fillmore - When you get the Compass, use it at Fillmore. 
Northwall - Strike the town's shrine with a lightning bolt.
Kasandora - Uncover the pyramid, then cause an earthquake.
Bloodpool - Make it rain over the big lake.