Easy Shadow Head Capsule
As Zero, equip Jumper and go to Blaze Heatnix's area. Defeat the first two 'donut' Mechaniloids (use Rekkoha) and go through the door. Above youa re three platforms. Jump to the highest one. You will see a door. Wall jump to the top of the wall opposite the door. You should see a Nightmare, Injured Reploid, and a Heart Tank. Keep at the top of the wall until the Nightmare comes toward you and kill it. Then, slide down the wall a bit and double jump to the platform. Climb upwards until you reach the capsule.