At the main menu, quickly press: Up, B, B, B, Left, Right, X. You should hear a sound confirming a valid code. What you need to do is to load your game and when it comes up with the stage selection, come back to the main menu. There should now be a 'Continue' at the bottom. Type in the cheat and then click on 'Continue'. You can then select any stage you have completed and/or the next stage with infinite Cosmic Power.