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.