SEGA Mega Drive Ultimate Collection

Complete the first three levels to get this. If you are having trouble set your lives to max in the options, and use magic frequently. You have to do this on Normal or Hard, as Easy only lets you play the first 2 levels.

In addition to the above, you can use continues, you start the game with 3 'credits' so you effectively have 9 lives to get to the end of level 3.

Alternatively you can use the level select code:
Go to Options with the cursor.
Now press & hold + + , this will take you into the Options menu.
In the options menu release only the & buttons.
While continuing to hold , configure game to Easy and 5 Life Bars if you wish, then use to select Exit, 1P Play, Normal Game, and finally to select your character.
Upon selecting character you will see a number in center of the screen.
At this point you can release .
Press twice to begin from Level 3, hit Start button.
Upon completing the level you will unlock 'Tower Up'.