Here you can find a complete walkthrough of the game, including how to get all the storage devices if you're struggling on a particular one. The videos are not mine, so all the credits goes to the author.
Note: The videos above are from the Desura version of the game, there's at least 3 levels which are slightly different from the XBLA version.
And here's a link for the SD from F3-1 level:
Hope it helps.