The problem is the poor design. I know what to do, but I can't do it because of the design flaw in the game physics, combined with the fact that I'm pretty sure the arrow keys wouldn't select lemmings properly until much later. So, first of all, so help can occur, where does Lemmings 2 store saved data?
EDIT: Hmmm, now that I think about it... if I learn to program, there might be a chance that I could get into the Lemmings 2 code and fix the issue making the level (nearly) impossible.
If hex editor work can be done, a few things that could be used to get a fix might be lowering release rate, allowing the loss of 1 lemming for gold, or a few more builders might help.
