Playing it on Amiga, I found that if you manage to get a teleport on the first stage of each world, it sends you to a bonus room. When you get a second teleport while being into this bonus room, it sends you directly to the next world. While you manage to get 2 teleports on the first stage of the last world with the same way, it brings you back to the beginning of the game ! I don't know if this tip works also on PC, but funny, and quite challenging to do !