Windy Hill: Zone 2
Red Star Ring 1: Jump to the center of the windmill at the beginning of the level.
Red Star Ring 2: There are a couple of raised platforms on the right side of the windmill near the start of the level. Ride the windmill to the top to reach the second Red Star Ring.
Red Star Ring 3: At the entrance of the cave, you'll see a power-up. Grab it, and continue through the cave until you come to a loop. Press R to use the power-up, and enter the portal that appears at the center of the loop. You'll be teleported to an area with a Red Star Ring in it. Stand in the very center of the room and charge a jump to reach it.
Red Star Ring 4: As you're passing through the cave, the fourth Red Star Ring will be above you, sandwiched between two walls hanging over a couple of sheep.
Red Star Ring 5: When you leave the cave, the final Red Star Ring will be atop a pyramid of rings just above the exit.