Adventures of Major Havoc Cheats For Arcade Games
At the information screen that has the mini breakout game at the bottom right that is displayed before each level, a prompt on the bottom displaying <colour> warp and a series of zeros. Move left or right to change the highlighted number to what you want and press the fire/jump button to set for level warps. They vary (from what I know) as Red, Yellow, Green, Aqua Warps and are displayed at the top of the same screen when you beat certain levels.
Code Effect Red Warp - 23 Warp to level 4. Yellow Warp - 46 Warp to level 9.
Warp to higher levels
Enter the codes in the breakout type game in the bottom right corner.
Code Effect 824 Warp to Level 9 315 Warp to Level 13