Fire up your copy of Alien Syndrome and go to the title screen to discover

That you have an NES game with SEGA listed as a credit!

But that's not why we're here.

If you grab Controller 2 and hold Right on the Cross Pad, while simultaneously holding Down on Controller 1's Cross Pad, and then hit Start on Controller 1 while holding those down, you'll be greeted with this

Which means that you can start on any stage you want, even fighting the last boss!

Good luck!

You'll need it!