Level Select:
On the title screen, type one of the following words:
- ALASTAIR
- MURRY
Then press R or P.
You can now select the desired mission (1-13) and the level (2-5)!

On the title screen you can also press:
"R" (Record) - records a freely selectable level
"P" (Playback) - plays back the recording
This way you can also play levels that you haven't unlocked yet.