Nine lives

Go to the Option screen and put the cursor on "Players." Then press the following (R = Right and A = the A button) for nine lives:

R, R, R, A, A, A, R, R, R, A, A, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, A, R, R, R.