How do you do level select in sonic and knuckles

well...in the first zone there were those things you used that u pushed down and it helps u go up to the next ground/floor above it's jest past that robotic mole that throws mushrooms at you) but while your hanging from it, press left 3 times, then right 3 times, then up 3 times, if done correctly you will hear a ring sound in the backround, once down you will have to press(depending on your game system) pause + square/B. From there you will return to the tittle screen, when you do, press and hold either the square/B button and then start, and you will be in the level select menu.