Sonic's Secrets: Alien 3.

Level Skip

On the options screen (see right), use Controller Two and press:

C, Up, Right, Down, Left, A, Right, Down.

You will hear a noise confirming the code has been entered correctly.

To skip a level, pause the game while playing (press Start) then press:

C, A, B

When you unpause the game (press Start) you will skip to the next level.