At the very beginning of Armored Armadillo's stage, there is a cart that goes down for a short distance before leveling out again. On the ceiling are a few places where the roof juts out a bit. On each of these is a bat. On around the fifth one is a small black ball that when you approach reveals itself to be another bat, though you do not see these anywhere else. They are actually visitors from some of the original Megaman games. You cannot shoot them while they are in ball form. Wait for them to start flying towards you. Also, these bats happen to give you an extra life quite often, so this is a good place to stock up.