Unfortunately, the way they made you get to even try for the Chaos Emeralds in this one was pretty inane, you have to tag all seven Special Rings (they'll look different than the regular rings, with a star in the middle, and make a different sound when you pick them up) in a level and finish the level. This basically means you have to take an "Optimal" route and use a lot of memorization, it's the only really poorly-designed thing about Advance 2 I'd say. You'll just have to use a FAQ (
GameFAQS) and practice it. Once you get to the special stages, they're pretty simple, and you'll be able to pass most of them once you get oriented to them. The only thing that changes about them are basically the ring and booster locations.
Edit: I just checked GameFAQS to make sure, the FAQ in the Sonic Advance 2 section labeled "Ring Locations Guide" should be just what you need, check that out.