In round 4-2, there are many power-ups hidden that are revealed only by shooting them. On the first platform, jump and shoot and you'll reveal a 2-up on the platform across your position. Get it, die, and repeat! There's another 2-up on level 3-2. Go to the second elevator and locate the crates that are in the middle of the screen (on the second level). Then shoot the bottom-left crate until the 2-up appears.