At title screen, move cursor to game start. Then press and hold button R on controller 2 and press start on controller 1.
Go Directly to stage 3:
At title screen, move cursor to game start. Then press and hold button L on controller 2 and press start on controller 1Special Bonus mission
At title screen, move cursor to game start. Then press and hold button R and button L on controller 2 and press start on controller 1