Go through the first part of the level, and when you come to the area with the UFOs, inhale one and take it's ability. Head back through the door you just came in and go below the Swordsmen and head below to the left.

You'll be under the whole first area of the level, where a well hidden door will be guarded by blocks. Charge your UFO power up and break the blocks to enter the door and grab the last switch for Orange Ocean.