Sent in by Ace at The Unofficial World of Nintendo!!!
On Level 3 (the city) take the elevators up at the beginning of the level.
Don't go on the top floor! Instead jump off the elevators a little early
and towards the wall on the left side. If you keep holding left on the
D-Pad you should go through the wall. This lets you skip about half of
the level and is much more easier.