This works on almost any stage, I think. Go to the left and then double jump, you should land on an invisible platform. If you try somersault jumping over this platform, the prototype will freeze.
In the third stage of round 1, there is a soldier next to a box. If you get past him the stage will end. But if you use the spider-walk on the ceiling, you can actually get past him without moving onto the next stage. If you keep going right you'll find several more enemies to kill, and the stage will come to a stop with a strange, red girder on the screen. There are lots of invisible platforms on the right of the screen you can stand on.
Get to the boss of the second round and just use the normal version of the ice magic. The large ice crystal will stay on the screen, but the top left corner of it will display Joe's legs. Joe himself will also stay blue, and when you move him around the leg sprites in the crystal also move.