There's a checkpoint just after the first boss if you go left instead of right.
I'm glad that you enjoyed the bit you played, I tried to get a variety of enemy designs in there. The shield guy was fun to make (even though I never got the bullets to reflect in the proper direction when you shoot him from the left). The first boss fight is basically just an homage (read: direct ripoff) to a boss fight from Mega Man 3, otherwise I would have varied up its pattern a bit more.
Thanks for playing!