The Labyrinth Zone is the 4th Zone. You must pass the Spring Yard Zone to get it. The theme of this Zone is urban city/casino. This zone has quite a few stuff to avoid. There are monsters with spikes on top of them that you should just avoid, huge rotating spikes, and these baddies that chase you when you're going down slants. Keep your cool and always have a ring with you. Remember that you can use the save system to your advantage.
See videos below for a Spring Yard Zone Guide:
Videos by Cybershell13