Enter these codes at the Enter an Avalanche Code in the options mode.

JAS3IKRR - Skip to the Novice final challenge level

2AUNIKFS - Skip to the Hard final challenge level

EATFIKRM - Skip to the Expert final challenge level

9AVVIKNY - Access Final Challenge On Extreme Mode

Just a warning these don't save to the memory card.

Novice Final Challenge- JAS3IKRR
Hard Final Challenge- 2AUNIKFS
Expert Final Challenge- EATFIKRM
Extreme Final Challenge- 9AVVIKNY

Cheats to play new levels:

JAS31KRR
2AUNIKFS
EATFIKRM