I actually bought that Mega Man PC game.  Geez, that was years ago.  I do believe there was a short intro stage, a pretty straightforward run to a building while avoiding a robot dog.
"X 3: The Last Map".  Heh.
By the way, am I the only one that calls it "Mega Man X 3" and not "Mega Man X3"?  Since X is not a number, and Mega Man X itself is a distinct series from Mega Man (Classic), and the number is also written differently than the X, I would think it should be "X 3".  I'm being anal, but I mean, you wouldn't say "Lethal Weapon4", would you?  You'd say "Lethal Weapon 4".  With the possible exceptions of weird things like "Alien3", I would put a space in there before the number...