wee! it appears i have a brain! i managed to get cheat engine working to change the lives to 9
heres what i did:
gigantic-wall-of-text-tutorial-for-9-lives
opened cheat engine,
opened milia wars,
start the game (i killed the first screen of slugs too)
then back on cheat engine (gonna call it CE now!) click the computer icon in the top left (open proccess)
then select milia wars (the cat icon) click the load button (i've got it running now so i cant check which button but i think it was obvious, something like "OK" or something!)
right now its running!
type 3 (this is the number of lives you have by default) into the text box in the middle/upper bit of CE (where it says "value:")
and hit "NEW scan" you should get loads of results,
now back on Milia wars (calling it MW now) lose a life so you have 2 lives,
once it says 2 lives had back onto CE and type 2 in the box you did before and hit "NEXT scan"
this should remove some of the results but you'll have alot still,
back on MW lose another life so you have 1 life left, once it says 1 life had back to CE and enter 1 into the box and hit "NEXT scan" again,
you should have very few results now, lose another life, enter 0, get final result
NOW!
select the result and then click on the red arrow pointer logo to copy it into the bottom bit of CE,
once its down there right click the value (0) and change it to 9, you should see milia wars change value to 9 :)
my vaule for lives was: 01FE16D0
(incase its the same for everyone to save you that wall of text!)
EDIT: just found out you can bind it too so if you hit a key (of your choice) it sets lives back to 9!
needed that on last boss XD