(the following is all out of my memory, I didn't check it through). You need to pass each level of each tribe with a level gold medal, so you get a completely gold medal. If you have passed a earlier level with lemmings loss and got a bronze or silver medal, play on with less lemmings and later retry that level (with gold), you will have to (successfully) replay all further levels with the new (increased) amount of Lemmings.
Anyway, check out my free Lemmings 2 Level Editor with over 30 new levels on Aminet (also available from my homepage).
[Edit: And if you just want to see the end level animation and hear the music, I can supply you with it (as soon as I got internet access from my amiga at home again)]