In the "Heat Wave" level, start by rolling over the bridge to get the two construction blocks. Next, roll to the large area below. Notice the power ball in the upper right edge. Collect it by constructing a block over the hole. Roll below to the part of the level where you can get the green key. Roll through it until you reach the part where the orange gem is placed. There is a breakable section of wall directly above the teleporter. Use your booster to break through it. Use the teleporter to warp to level 5.