This took me a while too, back then, to figure out, how this works. Maybe it would really make sense, "jotd666", if you would integrate the "japanese level-order" and the "crazy kong levels" directly as a choosable point, in this AmigaDOS-menue, that appears, when the user load "Donkey Kong 500". I think, this would be the best solution, in the end.
And maybe the japanese level-order, which is simply "level 1, 2, 3, 4 and repeating", should be the default one and the US level-order made choosable (in this menue) then, because this game comes from Japan and the japanese level-order also makes alot more sense gameplay-wise. Not just my 2 cents I am sure, if you ask several "Donkey Kong" fans, because the US level-order is "level 1, 4 then 1, 3, 4 then 1, 2, 3, 4 then 1, 2, 1, 3, 4 then 1, 2, 1, 3, 1, 4 and this last sequence then repeats". A bit chaotic, I think :-) Especially strange is, that you have to play through six levels, before you see level-2 for the first time, in the US level-order. No idea, who came up with that, back when "Donkey Kong" was released in America? *lol*