Mission skip:
Save the game just before rescuing the first prisoner during mission one, at 8 Sasgom Boulevard, Gamma Zone. Rescue the prisoner and advance to mission two. Reload the saved game and rescue the prisoner again. The game will advance to mission three. If the game is reloaded and the prisoner rescued again, the game will advance to mission four. Repeat this procedure to advance to any desired mission.

Hint: Using the Delta Crystal:
Keep the Delta Crystal after completing mission one. It can be used to find the other captives on all other missions without having to first find clues.