Lemmings - Cheats

When the Sega logo comes up, hold both buttons and rotate the joypad in a clockwise direction until you hear a bell sound. (It should come up after about 20, or so, rotations.) When the options screen appears, choose your difficulty level, then go on to the new level box and press Right (or Left) to increase (or decrease) the starting level. Now simply press Button 2 to return to the menu screen.