TIP - Save continues
After beating the Level Boss, the game will save to the SATURN RAM with two continues. If you have a RAM BACKUP cartridge, this save can be copied from SATURN RAM to the CARTRIDGE RAM. Then simply restore the game from SATURN RAM and when the continues are gone, copy the save back from CARTRIDGE RAM to SATURN RAM. I know this is a pain, but SEGA has to sell those cartridges somehow.

Replenish Continues
1. First, earn 3 continues by completing Insectia
2. The next time you are back at the "Press Start" screen, hold Right and press Start.
3. At the main menu, again hold Right and press Start
4. The continues should now be replenished.

Stage Select
1. At the main menu screen, enter B, A, B, Y, Down, Right, A, L, Down
2. A sound effect (Bug's yelp) will confirm the code
3. At anytime during the game, hold down L and press Up to go to the next stage or Down to go to the previous stage