I knew that clicking on Zelda or the PT changed costumes, but I had no idea you could also select characters that way.
After posting this topic, I stumbled upon the method for Samus (and for the Mushroomy Kingdom's Underground). For Samus, hold the L button before leaving the character select screen. To trigger the Underground, hold the R button before selecting the stage.
.. and now another question: I have an SD card now, and screenshots that I wish to share. Is there any kind of equipment that I need in order to use the SD card with my computer? I have the official SD card (the one that had the Nintendo Seal of Quality) if that helps..