Getting SNES cheats to work

[Davy Jones]

http://www.angelfire.com/games2/codehut/HWGG.txt

Dennis the Menace
C9B7-4FD7 Infinite Courage
C9B7-44A7

C92F-3D9E Infinite Time
C9CB-44AF Infinite Lives
C266-3FA7 Infinite Credits
DFC6-CF6D Collect 1 Big Coin To Finish Stage (note 1)
C968-346D No Scrolling In "The Park 2 & 5" Stages

C9C2-4547 Invincible After Being Hit
C9C0-C937

3361-14DD Have All Weapons
3361-14AD

##66-14AD Starting Stage Select (note 2)

(note 1) Turn code off to exit "The Park 2 & 5" stages.
(note 2) ##
DF - The Park 1
D4 - The Park 2
D7 - The Park 3
D0 - The Park 4
D9 - The Park 5
D1 - The Park 6
D5 - The Park Boss
D6 - Boiler 1
DB - Boiler 2
DC - Boiler 3
D8 - Boiler 4
DA - Boiler Boss
D2 - Sewer 1
D3 - Sewer 2
DE - Sewer 3
FD - Sewer 4
FF - Sewer Boss
F4 - The Woods 1
F7 - The Woods 2
F0 - The Woods 3
F9 - The Woods 4
F1 - The Woods Boss

I can manage it to have all weapons, but the codes don't work when it comes to stage select. I use zsnes, by the way.

Has anyone an idea how to do this?