It's really no great secret that the Ninja Gaiden series of games are tough. Ninja Gaiden 3 is particularly unforgiving because you only have 5 continues at your disposal instead of the unlimited continues of the previous games.

But we can fix that... sort-of.

First, turn on your game and press the Start button to go to the title screen, but don't start your game.

Instead, let the title screen fade out and the opening cinematic will start. Press Start to go back to the title screen. Once you've seen the title screen eight times total, hold Up + Left + A + B + Select and press Start.

You won't get a confirmation or anything, so you'll have to spend all of your lives to check. If you were successful, your continues should have gone up from 5 to 99

Will that be enough for you to complete the game? Probably not at first, but it's a start.