Warp Level 10-20
As soon as you see the Level 10 exit, turn around 180 degrees and fire at the wall. A new exit will open up that takes you straight to Level 20!

Warp Level 1-10
When you get the flashing section of wall at the end of the 1st level, turn 180 degrees and fire at the wall. The wall will disappear revealing a clue item that will warn you that you are nearing the warp. Move forward and shoot the next wall to reveal another flashing wall. Walk into it to warp to level 10!