Enter music mode by pressing B,G and M at the same time during the 'Loading Psycho World' screen.
When the game begins press F-4, your figure changes color. Make sure she becomes orange, now you can choose with numbers for the following:
1= Extra strong bullets
2= Weaving bullets (Surf up, dude)
5= Bullets who demolish pieces of wall
6= The possibility to fly for a while
7= Travel to the begin of the stage
8= All your enemies disappear for the screen
9= Longer immortal
0= Full Power
You can only have 2 things at the same time, you will to wait until you have got a B .
If you starts playing press F-4 :
Purple = normal game
Blue = max up mode your ESP and HP values become higher.
Pink = extra mode, press F-5 and everybody in the game, will talk to you to you, you have to walk through enemies for this which causes your Life meter to down.