Go to the level where you can see the snow level in the mirror. Climb the mountain when you get to the head where the penguin is found. The snow head guy will blow you off. If you are Mario, your hat will fall off and you can leave the level without it.
Drain water under bridge and Star
After getting Wario, go to the basement type place. Go though one of the doors with no star on it. You will reach a sign that says something about the two pillars in front of you. Ground Pound both of them, and the water will sink. After that, go outside close to under the bridge. There will be a one of those black brink type things -- make sure you have Wario. Then, ground pound it. You must collect all the red coins to get the Star in that secret spot.