Beat Mega Man Zero and hold the left shoulder button while starting a new game.

Sand Wilderness: Kill the enemies that follow you in the beginning, to your left. Kill those and proceed using mainly Buster shots.

Forest of Dysis: First, train your Z Saber to triple slash. When in the mission, use Busters mainly, except for against the club and shield enemy--use the chain rod to take the shield, and shoot it at a distance. When at the boss, attack with Z Saber, but keep at a distance when in first attack.

Computer Zone 1: Try to get on the ice in the beginning, and use Z Saber to attack any enemies when they jump. When in the big robot, use the shield boomerang to hit it and use Z Saber to attack the ice missles. At the boss, use the shield boomerang to attack it. I used Z Saber, but use any weapon to your pleasing

Wondering why you can't get your saber to levels 6 and 7? Here's the answer: Because level 6 is the rolling air slash, you need to do lots of normal air slashes after level 5 to get to level 6. After you are level 6, do lots of Dash slashes to become max.