Quite a dusty topic here, but since nobody has responded I thought, I might take a look.
For the problem you're facing, we can't really help you much, I mean, I don't know what's "fast" and what isn't...
To me it seems that there's a lot of wrong things going on in the code though. The menu screen is flickering strangely, as if you'd be cleaning, drawing and displaying in a strange order or multiple times. Or maybe it's an intended effect, but implemented without frame rate limit...
Next *.BMP is about the worst format you can choose to save images in. Since these are 1:1 copies of some Sonic game (I assume) they probably came in that format already, but I can only advise you to convert them to PNGs, which not only will shrink your image file sizes from 17 MiB to 320 KiB, but it will also allow you to use transparent backgrounds from the beginning.
In-game there seems to shine though a lot of the purple background used in the level image files. For some strange reason you seem to have saved them as *.JPG which again is a bad format for pixely images, since the compression will create some bad artifacts. It would again be better to use a PNG and you'd also be able to remove the pink background and replace it with a transparent color.
As a final note: Don't forget that Sonic the Hedgehog still falls under copyright. Mostly not an issue and it will often fall into "fair use", but still something to keep in mind.
So if you want more help on the original issue, then you need to provide more details.
