Go to Flame Stag and shoot the life where the lava apears and then collect it for invincibility.
You can get both the Hyduken from X1 and the Shoruken from X2 in Megaman Xtreme. The best thing is that you only have to find one secret capsule to get both moves. You will find this capsule in the second Sigma stage of the game. This stage is almost exactly like the Sigma stage from Megaman X2. When you come to the section of the level where you see a ladder in the ceiling and a wall of spikes to your right, charge up the Rolling Shield and use it to protect yourself from the spikes. Climb the wall of spikes up to the ladder and make your way through the area above using the shield to protect yourself from the spikes. You will then reach a long shaft going down. Hang on to the left wall and slide down. You will fall into one of the walls and the capsule will be in there. Now, here is the important thing to make the capsule appear: you must have the four upgrades(head, body, arm and leg), all Hearts and Sub Tanks. To use the hyduken, just charge up, hold down and fire at the same time. To use the Shoruken, do the same thing except hold up instead of holding down.
Successfully complete the game on the hard difficulty setting to unlock the extreme difficulty setting. Extreme mode consists of the eight Bosses without the story version of the game.
Successfully complete the game to unlock the hard difficulty setting.
If you were looking for Mega Man Xtreme for Game Boy cheats, then you might also want cheats for: