Memorial * Series: Sunsoft Vol. 3 Cheats

Normally when you die it is game over. It brings you back to the title screen and that is that. However, if you die on Stage 2 or higher, when it brings you back to the title screen hold Select and press Start. You will be brought to a screen that asks where you want to continue from. You can choose any stage up to the one you died at, but not higher.