I actually found a challenge on level One in Metal Slug 4. I should mention I only play the game on MVS mode, not normal. In level one I take the stairs underground and have the first Mad Scientist shoot me with his gun that turns me into the monkey. From there I complete the level and destroy the Blimp. I tried to do this like 10 times before it was actually accomplished it. I was hoping I would receive some kind of bonus, but nope. It's cool that level one isn't so boring now though. So far on MVS difficulty I can pass level one and two with out dying.