On the name entry screen, enter "Twirly!" or "_TWIRLY_" as your name. The Stage Select option will now be available on the Options screen.

On some parts of the game you'll notice that huge groups of enemies will come and wipe you out in about four seconds, but you can avoid this by rotating the D pad in a circular motion, if you do this correctly you can avoid taking in a lot of damage! Don't stop pushing the D pad in a circular motionor until the group of enemies are all gone.