@3ALIEN 3@1

To skip levels, go to the options screen, select Hard level and six credits, 
then start. Now when you want to skip levels press space and n 
simultaneously.
    
Another cheat says that if you take out disk 1 and insert disk 2 whilst 
playing the first level you can move onto a later level after letting your 
time run out. Ignore the breifing screen and get to some serious alien 
bashing!