How can I change the levels or make my own?
You need downloadable version for this. Install it and look at the "levels" folder inside folder of a game.
I can't get to higher levels... are there some cheats?
Yes they are. There are cheat that puts you to next level and a cheat that gives you more balls (lives). There is also cheat that puts you to "game over" immediately but you are probably not interested in that.