At the Options menu, hold the C button and press:
Right, Left
Release C.
Choose the Sound Test option and you'll find a new option called Cinema Sequences.
Enable the secret menu. Now hold the d-pad left and press b,c,b,c. The arrow should change to a square. now start the game. The level select menu should pop up.
Enter the following code at the Title screen....
Start, then quickly press Up
You should see the opening cinema without the words