In the beginning, when you are doing "Road To Big Windmill", look at the top of the windmill and you will notice that Petey is already there. If you beat him at this time, you will skip the first stage and you will be able to go to the third level. This is how you get to him. First, go to those platforms that have the ropes attached to the side, and jump up the ropes to the wood and start going up the side of the windmill and eventually get to the top where Petey resides. It will be just like the battle in the second level. Beat Petey and you have access to the third level without having to do all of the work of the first level. Hope this will help you in some strange sort of way.