There is a bug in this game that prevents some players progressing past the Desert Refinery in Sector 3. The bug causes the door to the next room to remain locked. It is triggered by the way the player acted earlier in the game. After the player gets the "Ice Beam", they defeat the enemy in the next room. If the player then goes back into the room where they got the "Ice Beam" from then the door in Sector 3 will remain locked.
Players encountering this problem must contact Nintendo to have their save file corrected.