I played it many many years ago. I can't recall much about it. All I remember is that the character can use some "grabling hook" to move around. So it sounds like Bionic Commando but isn't it.
EDIT:
IIRC, the hook should look like that below:
/=
-----chain?----|=
\=
In the beginning of one stage whose background looks like sci-fi buildings, you can fall off the platform to commit sucide.
EDIT 2: This game is none of the following games:
* Batman Returns
* Bionic Commando
* Castlevania 1, 2, 3
* Indiana Jones and the Temple of Doom
* Megaman 1, 2, 3, 4, 5, 6
* Rockin' Kats
* Rygar
* Spider-Man - Return of the Sinister Six
Sorry no more details can be recalled.
EDIT 3:
Some more info:
Bionic Commando and Rygar kind of resemble that game, but they don't match.
EDIT 4:
I now believe it was a hacked version of Bionic Commodo, which is irony. Since I can accept such a result at easy, this case is now closed.
Thank you everyone!