When fighting the Crab Robot on the first level, get him to start smoking, then keep repeatedly going to the right. When there is less than 30 seconds left on the timer, quickly kill the Boss. He will be defeated when you stop. When this happens, press START, then keep pressing A, B, C, D to get over 500,000 points.
Toward the middle of the level you will see a spot on a low area of ground where two prisoners are next to a man in a business suit. Hold DOWN/FORWARD to crawl down to this area and save them. Note: Enemies cannot get you down here. When you rescue the man in the suit, he will pull out a cell phone and call over two bodyguards with suitcases which contain a gold coin and the Thunder Cloud. To use it, simply shoot your gun when the cloud hovers over an enemy.
While playing this stage you will eventually see a sign above a frozen-shut cave reading "ICEMAN". Walk to the left to go over here and shoot the ice wall blocking the entrance. Inside are numerous "ice men" and at the end of the cave is a buried Elephant Slug, frozen in the ground which you can free and ride.
Occasionally you will find a wooden crate containing a monkey wielding a gun who will help you fight enemies. Note: Do not rely on the monkey helping all the time as sometimes he will stop to pick his nose and do other things.
Toward the start of the first stage there's a submarine floating in a pool of water. Hold DOWN to walk into this area and hop into the sub to go to an underwater part of the stage. The next hidden area is at the part where the boat is located. Instead of getting on it, hop onto the ledge above it to find a secret hatch. Go inside to enter a cave-like part of the stage. Note: Each time you complete a secret area, you will go directly to the Crab Boss --- you cannot go in both hidden areas during the same turn.