Pause and hold Z. Hit Bottom-C, L, R, L, R, L, R, L, R, L, R. Now go into ''Enter secret worlds!''.
While inside any level during the game, pause and when the Options appear, hold the Z Trigger and press:
R Button, B, A, B, A, Up C, Down C, Left C, Right C, Up C, Down C, Left C, Right C.
A new option called Unlock Worlds will appear, choose yes to activate it.
If it doesn't work the first time, re-enter the code.