Press start to pause the game. Now press Select,B, X, A, A, X, B and Select. Press start to skip to the next stage.
Config Code
Pause the game and press Select, Left, Right, A, X, X, Left, and Right.
Worms
To collect enough worms to play all the bonus games, Pause the game and press A, B, A, B, A, B, A, and B.