To skip a level enter the following sequence with the joystick: U,L,D,R,U,L,F,D,R,F, and F. Now press 'P' to complete the level.
To complete the level you are currently on and go to the bonus game enter the following sequence with the joystick. U,L,D,R,U,L,F,D,R,F,F,D,R,U,L,F, and F. Now press 'P'.