Hold 2 when the "Sega Master System" screen appears. Release the button when a screen with the numbers one through four appears. Turn option "1" on to have ten lives available. Turn option "2" on to disable losing the arm. Turn option "3" on to disable power loss. Turn option "4" on to slow the weapon select cycling. Press 1 on controller two to exit after all options are selected.
Destroy the Arm Carrier and capture the Arm Capsule, which resembles a bubble marked with a question mark. Seven letters will begin to flash in order on the top of the screen. Press 1 when "D" is highlighted. Wait until Hilun flies towards your character, which resembles a blue diamond. Destroy them to allow your character to move underground.