Use LunarIPS to patch to game. https://fusoya.eludevisibility.org/lips/ If you are having trouble, remove your ROM from the ZIP file and try it that way. Please do not request ROMs here.

Level Select: Pause in game, hold A, and press up and down. you will see 1 appear. You should be able to scroll through the stages.

Skip certain parts in stages: With a second controller, press B.