To select any level, go to the options screen and set Vibration to 1, Sound Effects to 0, Music to 0. Then hold L2 + L1 + R2 + R1 + Circle + Square.
To unlock maniac Difficulty & Extra Helicopters, complete the game on the Hard Difficulty setting for maniac difficulty and a new helo. Then complete it again on the Maniac difficulty for a new helicopter.