Multiple lives Cheat?

I found that if I am in windows (Not full screen mode) i can get multiple lives. If you return to main menu in the middle of a game, it will take away a life. But, if you exit the game by hitting the "x" in the upper left hand corner or the red dot on the mac, you can reset your level without the loss of life. It just requires the game to reboot through the intro scene.

Dear Chazrunner, can you explain to me in simple terms how to obtain Multiple lives Cheats. No matter what I do I still lose my lives and am really fed up having to go back to the beginning of this stage.

signed frusted Mum.

yes, please do! EXPLAIN!!!! THANKS! =)