BSNES + USA, should work on Europe too. Won't work on japanese because the glitch is different (after pulling off the glitch, you start the level with glitched state. I only warped to the intro cutscene).
- leave 1st room
- fall down in 2nd room too
- go right to 3rd room and die to soldier
- you can use the menu to avoid waiting for "press button to continue"
- pull off glitch in the 1st room
- if everything was OK, you are warped to level 8. this movie warps to level 0 for whatever reason for a brief moment.