In room C-3, you can become invincible. Before you go into room C-3, collect the Zillion Power from room A-6. This will allow you to open the containers that are present. After you have the Zillion Power, enter the room and you will see an elevator next to an energy barrier. Get in the elevator, reach out and touch the energy barrier, while pressing down on the Directional Pad. Repeat this, until your energy drops to zero. If this is done correctly, the bottom of the elevator will fall out, and you will be invincible.

NOTE: Once invincible, the pause button will do no good, which means you will not be able to change characters.