First off, do the regular Sonic & Knuckles Level Select. Once that is done, hold UP +
A, then put Sonic 3 in and reset the game. When you get to the Sonic 3 & Knuckles menu
you'll find that Sound Test is there.

To play the bonus rounds at any time, insert any game into your Sonic & Knuckles
cartridge. When the "No Way" message appears, hold A + B + C and press Start. If you do
this with the original Sonic game you can play the levels in order and will be given a
password to save your progress. 

  Note: In case you're wondering, I've left out the passwords deliberately. There are over
32,000 bonus rounds in Sonic & Knuckles. I can't possibly list them all on the page,
nor is there much point to doing so since the levels are nearly identical. Thank you.

Lock on Sonic 1 or a non-Sonic game. If it works it will say NO WAY. Hit A, B, and C at
the same time. It will have another screen. Press Start to play the stage. When you beat
the stage, a ten-digit code appears. I have yet to figure out what that does. Some games
won't work this magic, however.

For Sonic 2: Activate level select (19, 65, 9, 17) and hold C and press Start.

  For Sonic 3
  Activate level select (Up, Up, Down, Down, Up, Up, Up, Up) and hold C and press Start.