Watch this and it will show you how to get devmode.http://www.youtube.com/watch?v=cHZkur9TA8Q
You will also have to have a Levels folder exactly like i have shown here in this post at the location below.
"C:\Program Files\Steam\steamapps\common\super meat boy"
The video also includes palettes for levels if you want to make them bigger, you put all of this stuff in the location that i have shown above if that is where you installed it.
Hope this helps
P.S. To load levels make sure that they are in the Levels folder and in devmode click load and type in the name of it then press enter.