You get this option from beating all the other mini-game options. Here, you can see the opening introductions to each world, as well as each of the 3 endings to the game.
8/28/2000
Access ''J'' Option on the Options Menu
To access the ''J'' option, which is the Jumping mini-game on the Options Menu, you must complete the mini-game in the ''M'' option.
9/12/2005
Access ''B'' Option on the Options Menu
To access the ''B'' option, which pits you against all six bosses with one life and no chance to heal, you must beat the final boss.