I remember also being stuck on the first level and then on the copy-protection. Until one day while pressing random keyboard combinations I noted that a game was saved. At the same point, my father had this XTree Gold program in the computer (like DOSSHell but better), and it had a HEX view... when you opened the .SAV file in this view, you had only like 8 or 9 bytes. I remember my excitement when I changed that 01 to 02 and boom! after loading the game I started in level 2 .
Back in school (I was in 6th grade at that time) my friends had no clue what had I done to get past that copy protection level.
It was downhill for me and cracking at that point... I was not interested in playing but more on doing reverse engineering on different games and programs.