when i press start then selet it wont go out off the level, it is for crash 1 japanese version anybody know why

Nope. It's meant to work as you stated. Start, then select.

Maybe your select button is broken or something. Check with another controller.

well it does work for all other crash games

It won't work if you are in the air. That's the only other thing I can think of that might be preventing you from exiting.