How do you unlock all levels in Shadow the Hedgehog

when you go to different missions like good or bad you get to new levels if you press start and hit Y on the game cube game it will show u the route on which mission go to.For example: when your on the first level you will have a chose whether to kill the gun soldiers or the black monster or get the chaos emerald if you successful complete on mission in the story mode it will take u somewhere new. hope this helps :D