'LEFT', 'RIGHT', 'RIGHT', 'UP', 'RIGHT', 'RIGHT', 'UP', 'DOWN', 'RIGHT', 'RIGHT', 'UP' and the 'Right Shift' button. Then, press 'UP' twice to find the stage that says 'Last Boss'.
If you can finish Stage 2-2 in under 30 seconds, you get the 'million-point' bonus.