When you make it to the final boss (Shredder) all you need to do is have Donatello or another Turtle that has the scrolls and position them on the lower right side of the screen (not on the ledge). When Shredder comes close jump up and attack, this will knock him back and he will then jump up towards your Turtle again. Just keep jumping and attacking in that one spot and he will never get close to you because the ledge in front of him will prevent him from getting close enough to touch you. The only thing you'll have to worry about is his gun which he only fires while stationary, so just jump over what he shoots at you.
