Unlock Full Lives:
On the Training level enter your name as FLIK.

Invincibility (1 Level Only):
During the level description hold Z + R + L.

Unlock Level Select:
At the Main menu, move your cursor to the anthill and hold Up-C, Bottom-C, Left-C, Right-C and Z. Then press R.

Unlock Stage Select:
At the Flik's Journey screen hold Up-C and press the R Button. Then point the analog joystick to the Right.