SEGA Genesis Classics

Once you've loaded the game up and are on the main menu, hover over the 'Battle' options. Now press (B) + and the cursor will move up and onto the 'Options' menu. While still holding (B) + , press (C) and you should hear the 1up sound and you'll also be loaded into the options.

If done correctly, the 'Stage Selection' option will be down the bottom and all you have to do is change it to Stage 6. It may also be worth going up and changing the 'Difficulty' to easy and 'Lives' to 5. Now just load up the game and complete the level.