Walk behind the big statue in the Museum Level. It will say "02P". That means when you get your power level at 02 push the statue and you will fall into a secret level.
Unlimited Extra Lives
In the beginning of the game get the extra life on top of the fountain. Then pause the game and check your status. Unpause the game and you will see the extra life is there again. You can keep doing this to get as much lives as you want.