At the end of the first Board James level, Hippo Hell, when you're riding the helicopter, if you go to the top of the ladder on it once the level exit TNT thingy is in sight, then jump off to the right just as the helicopter stops moving, you will land on the platform above the level exit and get the power glove. Then, simply break the blocks to your right with the newly acquired powerup, and exit the level to save it.