Okay, well, I too got to "Minus World" while completely blowing past Level 16's "Magician Lord" status.  For continuity's sake, here is the "Magician Lord" screenshot:

"Minus World" is named after the secret level in the NES game Super Mario Brothers.  The trick takes place at the end of World 1-2. In order to be able to perform the trick, Mario must be large. Mario must destroy the brick next to the last one, stand on top of the pipe that leads to the flagpole and then jump and hit the left side of the last block while facing left. The secret lies in the correct angle of entry. Mario must not jump up into the brick, but almost jump next to it and slide on it. It may be easier for some players to jump from as far left as Mario can stand on the pipe. The player must not hold right from the second Mario jumps, as then Mario will hit the block diagonally from below and will just bounce back. With good timing, Mario will slide straight through the brick and all the way through the wall. It is then preferable to not walk right, as it may cause the screen to shift too much to the right and cause the "WELCOME TO WARP ZONE" message to be triggered. If the message is indeed triggered, the warp pipes will act as normal. Also, if Mario jumps while sliding through the brick wall, he will jump out of the wall and will have to walk back and perform the trick again. When Mario reaches the other side, the player can take either the leftmost or the rightmost pipe, as both lead to the Minus World.

(Minus World information courtesy: Wikipedia)