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UPDATE(2015/07/11):
I documented the My Arena and Extra Configuration settings today.

If you have any information that I am missing, I would very much appreciate contributions. To get in contact with me, leave a comment on any Rockman 4MI-related video; I really do read them (unless they get spam filtered; if I don't respond, try again.) You can also Plus me on Google+; just make a post with +Rubilac in it.

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Rockman 4 Minus Infinity(Rockman 4-∞, ロックマン4-∞, ロックマン フォー マイナス 無限大)is an excellent Mega Man 4 ROM hack by Japanese ROM hacker Puresabe (ぷれさべー).

An archive containing a pre-patched ROM of the latest version of the game is here: http://www.mediafire.com/download/ctdj14qjiz5550w/Rockman_4_Minus_Infinity_1.00.zip

If you wish to patch it yourself, the relevant links and directions are below.
The 1.00 patch is here: http://www.geocities.jp/borokobo/zip/Rock4mi_100.zip
PureSabe's website is here: http://borokobo.web.fc2.com/index.html

Instructions:

1. Find a clean Japanese Rockman 4 ROM and save it to your computer.
2. Download and unzip the Rockman 4MI 1.00 patch.
3. Run R4MIPatch.exe. From there, locate the Rockman 4 ROM.
4. Two console windows will open up. They will spew a dozen or so lines of badly formatted Japanese (assuming your computer's locale isn't Japanese). When they are done, press "Enter" in each of them to dismiss it.
5. You should find two new files, rockman4_mi_MMC5.nes and rockman4_mi_MMC5.nes. These are the patched ROMs.

About:

Q: Who are you and what is this website?
I am someone who played and enjoyed this game, but I had trouble finding information about it. I want to encourage people to play this game and share the fruits of my research, but I am not an experienced web designer, so forgive the minimalist aesthetic.

I own nothing on this website. Please feel free to distribute the information contained within to your heart's content. If you want to distribute the archive, you have my permission, but remember that Mega Man 4 is owned by Capcom and Rockman 4 MI is owned by PureSabe, and that I created the archive without their permission.

Q: Is this game complete?
Yes! Although, as PureSabe's English Readme states, the game may be updated in the future if a major bug is found, or the guy who was offering to help him with the English translation ever gets back to him.

Q: What makes this game so great?
It is a masterwork in terms of game design and ROM hacking. All of the weapons are powerful and fill different niches. There's at least one or two impressive new features on each level, and they're integrated into the game well.

Many of the bosses change their pattern when they go critical. They also have change their behavior when you equip the Rush Cannon. It works a few short comical scenes and references to other games seamlessly into its levels.

The game has a fully customizable difficulty, so you can make it anything from effortlessly easy to nearly impossible. And yet, the game has two preset difficulties, and the game's Normal Mode hits the challenge sweet spot, for me; it's more challenging than Mega Man 4, but without relying on artificial difficulty. It does not expect you to use save states or be some kind of ROM
hack savant. I would compare it to Brutal Mario, if you have played that. If you want a challenge, the Hard Mode is quite tough, and it is possible to configure the difficulty even higher than that.

Q: What are the configuration settings?
You can set the language to either Japanese or Engrish. An English version may or may not come out at some point. The Engrish is bad, but intelligible.
You can select a "preset" difficulty mode that sets all of the fields below. 
There's Easy, Normal, and Hard, as well as "Fixed" mode that is like Normal but turns off critical hits and item drops, as they are random elements.
"Main" is the main difficulty setting. There are many differences between Normal and Hard Mode; too many to list all of them, but in general, it changes the way enemies, bosses, and stages behave.
"Damage" affects how much damage Mega Man takes. 1.0 is the default. Setting it to 0.5 makes the game easier, as you take half as much damage. 1.5 makes it harder.
"Critical" is whether Mega Man performs random critical hits or not.
"Item Drop" affects how often enemies drop powerups.
"Fail-Safe" starts you with the Trampoline and Shock Guard items.
"E.Gen." affects whether you start with the "Energy Charger" item.
You can also change how much life Mega Man has (from 1 all the way to the default 28, useful for making the game harder or enforcing a Mr. Perfect run), how many lives he has, and how many E-Tanks he starts with.

Q: What features does this game have?
This game supports battery save, so no fussing around with save states or passwords.
You can switch weapons on the fly by pressing B and A on the second controller.
If you are playing on an emulator, it is recommended that you map these buttons to convenient locations: say, L and R on your gamepad.
Rarely, once in about every 100 attacks or so, you will score a critical hit. There will be a flash and a sound effect, and the enemy will take severe damage.
The Rush Coil has been replaced by the Rush Search, which produces large health pellets, large energy pellets, 1-Ups, and E-Tanks. The other Rush vehicles have been replaced as well.
On the Normal Mode preset, you begin the game with three items. The first is the Energy Balancer, which functions as in Mega Man 6 and beyond.
The second is the Energy Charger, which fills up all of your weapon energy by 10 points when you die. It makes the game a little easier. You can turn it off if you don't like it.
The third is the Exchanger, which converts excess health into weapon energy.

Q: Can the game be run on hardware?
Yes. Please check out this thread: http://www.romhacking.net/forum/index.php?topic=15040.0