Sonics Secrets: Darwin 4081.

Enter the options screen and select sound test 32 (see right).

Now press A, B or C X times, where X is the level you wish to start on Minus ONE. e.g. if you want to start on level three press A, B or C 3 times.

Now press Start to return to the Start/Options screen and begin your game as normal. (Using the Exit option on the options screen cancels the cheat!)