Back in the Navigation Room the SC will inform you that Federation HQ has a new upgrade for your missiles ready, but the only Data Room accessible is the one in Sector 3 (PYR). Leave Sector 4 and head left to find the Sector 3 elevator. Ride it down and access the Navigation Room there to download the map and your objective. Before reaching the Data Room here we'll need to go and unlock Level 2 (green) Security Doors. This will allow all the X to penetrate this area but we need to recover Samus' abilities to survive, and this upgrade is super-important.
Beyond the Recharge Room you'll find a large red room leading down. Make your way down to the bottom, then head through the door on the left to find a dead-end. The wall on the left is covered in Speed Booster blocks, so go back into the large red room and clear a path in front of the door. Go through the door on the right side of the room and walk up to the shutter in the following room. Run back towards the dead-end room, firing as you go to clear a path. Eventually you'll activate the Speed Booster and slam through the wall to reveal a hidden corridor beyond. In here, shoot out the floor near the wall to find a hidden room below containing Missile S3.01. Jump back up into the corridor and go down to the left end.
Here you'll find a green sealed door blocking entrance to the Security Room, but there's still a way in. Now it's time to try out some tricky Shinespark moves. Run back to the Speed Booster block wall and dash back towards the green door. Just before you hit the door crouch down to activate the Shinespark when the Speed Booster kicks in. Quickly stand to the left of the small raised bump in the floor and aim up at the roof section above the door with L. Press A to Shinespark into the roof section, you'll break through more hidden Speed Booster blocks. Once through bomb open the wall up in the narrow corner to open a tunnel leading into the Security Room. Go inside and unlock Level 2 Security Doors.
With the Level 2 doors unlocked the X will swarm into this area, but you'll be ready for them. Exit the room and clear out the enemies that appear in the corridor (only missiles and charge shots can harm the Sidehoppers here). To exit this corridor you'll need to use the Speed Booster again to break through the wall on the right. There's two ways you can do this. Charge up the Speed Booster by running from the left to right end of the corridor, then aim up at the wall and Shinespark through it.
You can also break through it and continue Shinesparking through the door if you jump into the air (somersault jump) while Samus is flashing, press fire to straighten up then press A and hold right to fly horizontally through the wall and into the large red room. Either way, once you are back out in the red room cross the X-infested area and go through the door opposite. In the following room, jump up the shaft above the shutter and fill the large green dragon head in the wall with missiles. Walk over to where the head was and you'll fall through the ground, now you'll be on the other side of the shutter. Shoot the shutter open and walk over to the door on the left. Run down to the right and go through the opening into the next room. Keep running while ignoring the two flying enemies and you will break through several Speed Booster blocks at the far end of the room to find a hidden room below.
Go right to reach an extremely tall shaft leading up and down. This place isn't too hot for Samus, but if you go further down you'll encounter super-heated areas that Samus won't survive in, so we'll climb up the shaft. Watch out for the dragon heads in the walls as you climb up the ladders, eventually you'll reach two doors at the top. The one on the right is destroyed, so go left instead. In the next small room, bomb open two narrow tunnels in the wall on the left. Roll through the upper tunnel to find Missile S4.02 just ahead. Once you've grabbed it, carefully bomb your way up in this area, don't fall down too far otherwise you'll drop down through the ground into a previous room. Once you reach the corridor above you'll find that you've made it past a large blue/purple creature blocking the hallway, these blockages can only be destroyed with Super Missiles.
Go through the door on the right and proceed through the next brightly lit tunnel while watching out for Sidehoppers and the fire-dropping enemies crawling along the roof. Go through the next empty room to find the door leading to the Data Room on the right side. Go inside and step into the pod to download the Super Missile upgrade! This will really come in handy, as your missiles will now be three times stronger than before. As soon as you step out of the pod you'll hear a large explosion nearby, so something weird is going on again. Leave the room and go back to the long brightly-lit corridor.
You'll find that the door on the left end of the corridor's been destroyed and a large gaping hole is in the ground. The screen will begin rocking again and you'll hear stomping sounds coming from somewhere, but it isn't the SA-X this time. Drop down and head right to eventually find a Save Room, a Recharge Room and Missile S3.03 (shoot the blue/purple creature with Super Missiles to cane it). Once you've grabbed the missile there's only one place to go now, back up to the room adjacent to the Data Room.
Once back in this room more explosions will rock the screen, go right to find a huge robot blowing its way out of the door leading to the Data Room. This machine is just an ordinary Security Robot, but you'll still have to face it in battle. Check the bosses guide for some handy hints to repel this robot's feisty attempts to neutralize Samus. Once you've trashed the robot it'll slowly walk over to the large open area on the right side of the room before retreating up into the air. When it jumps up it'll cause a load of wreckage to fall down, creating stepping stones for you to climb up. The Data Room door's been destroyed so you won't be able to use that room again.
Climb up the room and go through the opening at the top to reach a hidden corridor. From here you'll be able to find Missile S3.04. Go back over to the left end of the room and open the door. Before going inside, run back to the right to charge up the Speed Booster. Duck when Samus begins flashing and Shinespark back to the left. You'll fly through the door and break through a wall in the next room covered in Speed Booster blocks.
In the next small alcove, drop down into the small hole in the corner and bomb your way down to uncover Energy Tank S3.01 below. Follow the corridor to the left to eventually find yourself back in the large room near the entrance of this sector. From here return to the Navigation Room for a breather and your next brand new objective.