You only have to jump over two sets of his pieces. Everything else will fly over you. It can be difficult to remember on the fly, but it's helpful.
I'd refrain from the glitch myself. You can always move onto Mega Man 2 you know. s: Though Classic Mega Man in general can be a real pain. Mega Man X is a little more forgiving imo.
You'll be on Yellow Devil for a while. ._. You are using Thunder Beam though, right? That's his weakness. Easily your best bet.
When you do defeat him, remember that turning the game off will send you straight to the beginning of the Fortress. So defeating Yellow Devil means you're in it for the long haul pretty much. (Thankfully, the other Fortress bosses aren't anywhere near as difficult.)
Hello you! Sorry I left without saying anything. Near the end of that last duel, I spilled Monster on my laptop. That sucked. Luckily, it wasn't much, but it was enough to disable my keyboard. Had to let it dry for a few hours.