SKIDZ:

        During play, hold down the 'ALT' key and the FIRE BUTTON at the same
        time, then press 'C' for infinite time and energy.

        During play, hold down the 'ALT' key and the FIRE BUTTON at the same
        time, then press 'L'.  If you lose the game and go  to the stage
        select screen you can start on any level.

        If this doesn't work then try;

        Start the game as usual and hold down the firebutton ALT and C
        together for infinite lives. M key will skip levels.

        Hold down the firebutton ALT and M (one source says L key) for
        access to any level any time.
        Don't activate both or you won't get past level two.