Is there actually a secret HAL room?

Solution 1:

That room is in 1-4. Go to the end of the first room in 1-4, go as far to the right as possible, past the door. Then go backtrack a bit, you'll soon find a new door. Now enjoy some cool stuff.

The other one is in 6-5. It isn't as hidden as the first one, but you have to pay attention or you'll miss it. Watch for ninjas and a hamburger at the end of the third screen, then press on up past the belts for an opening.

There's other secret rooms, but theses are the only two HAL rooms I've found.

Solution 2:

I found a secret room. I think I found it first on level 7 stage 4. When you finish and are up to the ending door hover up up up until you see a blackish reddish meteor on the screen. It will tell you to press the arrow that means you're at the right meteor. Do as the sign tells and you will enter.