You will save and load your game A LOT. But in order to get through all 17 aggravating levels without pulling all of your hair out you should use shop items on the harder parts. You can sometimes find these items in the ? boxes or purchase them in the stores at the beginning of some levels.
Item descriptions are below. To use them, press the in-game pause button
and move the arrow to select it.
Teleport Powder - Makes you invincible for a few seconds
Power Bracelet - Allows you to shoot "waves of destruction" at enemies and rocks
Alex Kidd - An extra life, which you don't need thanks to infinite saves :)
Cane of Flight - Allows you to float for a few seconds
Magic Capsule A - Makes eight "friends" who move forward and can kill enemies
Magic Capsule B - Makes a force field that lasts for one hit
Sukopako Motorcyle - Can only go forward and breaks rocks and kills enemies (not very useful, though)
Peticopter - Allows you to fly and shoot missiles