First, hang on to a ledge and fall off, but don't move after you fall. If there is a wall next to you, you will slide through it if you press and hold DOWN.
3/15/2005
Unlock hidden levels
If you've got this game for the Gamecube, you will find white boxes spilling light on the GCube version. Connect to the GCube using a GCN-GBA Adaptor plug. When you break the boxes, you will unlock a level each time.