WARP ZONE STAGE ONE
Midway through the stage, the enemy forms a circle in which there are four red enemies. You must annihilate all the red enemies as well as the center of the wheel and the warp to Stage Two will appear. The easiest way to accomplish this is to use a bomb

WARP ZONE STAGE TWO
Again, midway through Stage Two, there will be two cat-like animal statues. Behind one of the cats is the warp zone. This will take you to Stage Three.

WARP ZONE STAGE FOUR
Midway through the stage is some hilly/mountainous terrain. Behind one of these hills is thewarp zone. You'll warp to Stage Five.