I was listening to the OSTS of different Megaman X games and when I went to listen to the Neon Tiger stage music on youtube, I read the comments below the video and someone stated that the song was a SNES re-edition of the Guns'N'Roses - "My Michelle". So I went and listened to the song itself and sure enough, it was the exact same song.

So next time you play MMX3 and play Neon Tiger's stage, you will know that you're hearing a Guns'N'Roses song. There might be more GNR stuff in other X games.