To practice almost any level, go to the Options menu and highlight "Exit", then hold X and press B, A, R, X. To practice level 25, go to the Options menu and highlight "Exit", then hold X and press L, A, X.
On the Options screen, highlight "Exit" and hold X. Next press P, A, R, A, L, L, A, X and release X. In this mode you can skip levels by pressing the following buttons while playing:
Code - Result:
R + A - Skip ahead 1 level
R + B - Skip ahead 5 levels
R + C - Skip ahead 10 levels
R + L - Skip back 1 level