Get Protoman's shield
Go to Cloudman's stage and keep going until you see
a ladder above you, Use Rush Coil or Jet to get to it. Protoman
will give you advice. Next go to Turboman's level and get to the
part where there are street lights. Climb up and on the third
screen at the top, jump to the right. You will go through the
wall and Protoman will talk to you again. Then, go to Shademan's
level. After you defeat the Pumpcan mini-Boss, go down and kill
the green enemy. Go past him and you will go through a secret
wall and fight Protoman for the Proto Shield.
Only find Gameboy
In Junkman's stage, after a "READY", go to
the left and use a Rush Search.
Recommended order
Burst Man
Cloud Man
Junk Man
Freeze Man
Slash Man
Spring Man
Shade Man
Turbo Man