If you want to restart mid-game you can right click on the window and hit "Rewind", which will take you back to the title screen (push "s" to skip to the next screen). It will look and sound glitchy until you get to the level select screen, but after that it will be fine.
There should be an option to have the intro music play during the levels. Right now I keep the game open in two windows: one for playing, the other for listening to the intro music.
 "The Legend of the Golden Robot"){kind=icon}
 "Survival Lab"){kind=icon}
 "Spewer"){kind=icon}
 "Flaming Zombooka 2"){kind=icon}
 "Heir"){kind=icon}
 "Punk-o-matic 2"){kind=icon}
 "Death Vegas"){kind=icon}