Hold Shoot until Mega Man turns purple, use L + R to select the desired weapon, then release.

Ice
The ice shotgun will create an ice sled that you can ride. It will break apart when it hits an enemy that has armor.

Tornado
The tornado will create a giant vertical tornado. It will not suck people in, but it will kill anyone who touches it.

Missiles
The missiles will turn into blade-like objects that will have more of an effect on enemies. They are also homing.

Spark
The spark will create two walls on both sides of you that will kill anything on contact, except for Bosses.

Sting
The sting will make you invincible for a short amount of time. You can walk through enemies, but not walls.

Shield
The shield will create a giant shield around you, but it will shut off after hitting something.

Blades
The blades will turn into giant versions that make a loop before going off the screen.

Fire
The fire will create a wall of fire that will go along on the ground until it reaches an edge. Note: It takes awhile to charge up so do not use it during Boss battles.