Sonic's Secrets: Bart V's the Space Mutants.

To jump further than normal, hold A and B simultaneously.

If you are stuck on the first level it is probably because you did't find the 3 almost hidden goals:

Make a call from the telephone next to Moes tavern (press START to pause the game, press Up & Down to select a coin, press START again then press C to use the phone.), you'll play a joke on him and he'll come out wearing something in PURPLE, spray him and his clothes will become red. (See Right.)

Buy a Wrench and a Key at Tool World. Spray the Fire Hydrant outside red then use the Wrench to open the hydrant, it will spray water on the top of the door turning it Red. (See Right) You'll need the Key later by the way.

Right Next to Tool World is Mel's Novelty Hut, go in and buy some fireworks, you'll need these later too.

Jump onto the grass just after you pass the Pet Store. A man wearing a purple suit will appear, spray him and he will become red. (See Right)

When you reach the Kwiq-E-Mart get one of the rockets you bought earlier and shoot the 'E' in the sign. This will give you up to 6 extra lives. (See Right)

If you think you forgot to spray something right at the beginning of the level and you don't want to walk all the way back go to the Springfield Retirement home. Then use the key you bought earlier in front of the doors. This will warp you back to the house next to Moes tavern.