Do you have to unlock chapters in this game by reaching them from Chapter 1?

[Quad Laser]

For instance, on the 360 version, I'm positive that you were able to unlock a chapter by selecting Chapter 2, finishing it within the 3 lives you're given, and having the game unlock Chapter 3. But I just did that on this version, and Chapter 3 is not unlocking.

[Morbo]

I think you are correct.
However, I was just able to unlock all levels by playing through from the beginning with Free Play enabled, and making very liberal use of Continues. (I'm not very good!)

[Quad Laser]

That's really dumb. I thought unlocking new stages by beating every chapter individually with three lives was a nice concession to beating the WHOLE game with three lives. Free playing through the whole thing just sounds tedious. They might as well have just unlocked all the chapters by default if that was going to be the only other option.

[LL Cheese Z]

Hate to necro, but I'd really like to know. So I basically have to play Arcade Mode from the start to unlock all Chapters? Free Play only disables replays? Is that relevant or important at all? It also does not keep my score?