The cheat screen uses these passcodes to skip levels:

Stage One .... 9990

Stage Two .... 9991

Stage Three .... 9992

Stage Four .... 9993

Stage Five .... 9994

Stage Six .... 9995

Secret Level .... 9997

Put in 9996 to disable level select.

There is a cheat code screen under the Properties option in Advanced. Some cheats only work when put in before the game is started/reloaded.

Unlimited credits ... 2509 (9052 to disable)
Player 1 invincible ... 1971 (1791 to disable)
Player 2 invincible ... 1515 (5151 to disable)
Player 1 does more damage ... 0708 (8070 to disable)
Player 2 does more damage ... 3366 (6633 to disable)
Finish game quickly ... 4774 (7447 to disable)
Easy fatalities ... 1037 (7301 to disable)
Press high punch and low kick to do easy fatalities.
Fight as Grox ... 3871 (1783 to disable)
Fight as Exor ... 9021 (1209 to disable)
Display framerate ... 5721