Level Select
At the ant hill off the main screen hold C-Up + C-Down + C-Left + C-Right + Z and press R. A arrow will appear to confirm correct code entry

Lots of Lives
In training find the letters that spell FLIK to get 1 extra life. Repeat for as many lives as needed.

Invincible
At the start of a level as the level description appears press and hold Z + R + L. You will be invincible for THAT level