Demon Sword is a tough game, which means that you're going to be seeing this a lot:
Which means that you're going to have to start the whole thing over... or does it?
Instead of just pressing Start to go back to the title screen, what if you held Down on the D-Pad and pressed B, A, B, A?
A password? And the option to continue? Awesome!
And to put in your passwords?
Go to the title screen
Hold Up on the D-Pad, press A, B, A, B
And you're back at the password entry screen!
Makes progressing so much easier.