Scattered throughout the game are a total of 25 scantily clad maidens. Each Maiden will give you a bonus in Experience when you rescue them. Listed below are the names of each stage and the corresponding amount of Maidens that can be found there.
To unlock the cheat modes which are greyed out at the 'Cheats' menu and can't be selected you must first complete the game on a certain difficulty setting (to play 'King' difficulty you must first beat the game on 'Hard' difficulty.
Unlock Master ALL Moves Mode: Complete the game on Normal Difficulty
Unlock Song of Death Mode: Complete the game on Normal Difficulty
Unlock Armour Power Mode: Complete the game on Hard Difficulty
Unlock Invulnerability Mode: Complete the game on King Difficulty