Stage Select
On the screen where you can change from "Training Mode" to "Normal Mode," press Left, Up, Left, Left, A, B, Y. Change the game type to "Normal," set the difficulty level and press Start. Then choose your character like you normally would and press Start to access the Stage Select screen. Finally, press Up, Down, Left and Right on the Control Pad to choose the stage you want and press Start again to begin the game.