Player Select is the song that plays when you're deciding which character to use for the next stage. The title comes from the official Super Mario Bros. 2 soundtrack.
Yume Koujou: Doki Doki Panic (FDS)
This is the original version of the song. It does not use the additional channel for the FDS. The song is track 2 in the NSF file.
Super Mario Bros. 2 (NES)
The Super Mario Bros. 2 version is very slightly different than the original. The song is track 2 in the NSF file.