Just to confirm for some people: to play Alf's Escape you have to have already started playing the main game. Just progressing to the first checkpoint after the intro sequence should be enough.
Worth a try, as the option to play Alf's Escape won't appear until you've done this!
We did this because it's meant to be a super-hard level that is intended to be played once you've at least got to grips with the basics.
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