A little into the level you will reach your first dropdown area and instead of jumping down, you will need to climb the wall above (the foot armor upgrade or dash is needed). The body armor upgrade is located on Sting Chameleon's stage.
Less than halfway through the level you will approach an upgrade capsule and you will be forced to go through it. The capsule is very easy to reach and there is no way around it. The foot armor upgrade is located on Chill Penguin's stage. The following information will tell you how to obtain the different armor upgrades for Mega Man X.