First, head straight up. As soon as the path branches right, take it to the end, where you find 2-4 chests (cant remember how many) Open them all, defeat the mimic if it attacks and return to the first save sphere. Now, head left and open four chests right at the end of that path. Instead of returning, carry on round to the right until there is another split, where you should find more chests.
Then, return to the save point. Now, go left again, but keep going past all the splits. Soon, you should come across a glyph on the wall which does nothing (in my experience). Carry on past it, until you find more chests. Open them, and go right. Use the little platform to continue along the path, and into the middle of some weird structure thing. Ultima comes up behind you. Kill him. Save.
To get to Omega, return to where you fought Ultima. A teleport-thing should have apeared. Use it. Outside, you should head left. There are 10 platforms here, each with a tough monster or two. You need to defeat all ten. Head left first, and kill the two in that direction. Then, go to the right. You should save after you have beaten 10. (Yes, I know its a long way, but you dont wanna risk it!)
Omega is in the castle, which you get to by following the path all the way round to the right. Good luck!
Yeh, its a lot of confusing nonsense really, but hope it helps.