At the Title Screen (the one which shows the Flintstones family), press Up, Right, Right, Down, Down, Down, Left, Left, Left, Left. Start the game as normal. When you wish to select your Level, press the pause button on the console, press and hold Buttons 1 and 2 and one of the following:
Press Up, Right, Right, Down three times, Left four times at the title screen. Then, press Pause and hold 1 + 2 when game play begins. Press the D-pad in one of the following directions to begin game play at the corresponding level.