Something called Mega Man 3. I got it with a bunch of games from my uncle [it later came out, he took his son's games because he though he 'grew out' of them, i'm happy my parents are not like my uncle] including Space Quest 1-3. Ah..
Anyway, MM3 had a very irritating thing about it, everytime the character was hit, he'd fly back a bit, usually falling from a very high tower, which i spent 3 hours trying to climb. And then, i died, and had to repeat the whole level again. And the character would make this dumbass blinking animation while at it. Argh! Frustrating doesn't come close. This is the first game i've played that made me want to throw the computer out the window.
Also, this is one of the reasons i grew up hating console games that much.