Press Up + A + B at the game over screen.

Reach level 17 on your first life. Hit the gray unbreakable block on the far right side eleven times. Dana will transform into Mighty Bomb Jack. All the enemies in the room will transform into fairies with bonus items.

In some levels you can find Warpwings which allows you to teleport six levels ahead. Create a brick in the correct location and then destroy it. The locations are:

Level 7: Northern-most part
Level 15: South-eastern part
Level 23: South-western part
Level 31: South-eastern part
Level 39: More to the middle of the screen.