I can't get the shoot option to work. All other commands work fine.
Any ideas?

You don't shoot to the enemy. You jump on them like in Mario.

So how do you get through blockades?
There is supposed to be a yoyo button.
You get to choose 5 control buttons: up, down, left, right, and shoot/yo-yo
but the fifth does not work no matter which button i choose to represent it.

You have to find the yoyo to be able to use it against walls. It should be somewhere in the level. At least that's how I remember it was. I haven't played this game for quite some time...