Level Select
In the Player Select screen, click New Entry and enter these 4 names: "STA", "GE", "SEL", and "ECT". Then you can select stage at "ETC".

Movie Test Mode
In the Player Select Screen, click New Entry and enter these 4 names: "DEM", "O P" (Notice there's a space between O and P), "REV", and "IEW". Then you can select movie test mode.