Try reinstall it. I have no problem (I'm on 6th level).
I thik the best level is the 3rd, and the 4th end is pretty damn hard.
This game is like uniting Blackthorn with Abe's odyssey - of course this is only my opinion.
Weapons: basic weapon is good in most of the times. The homing missle is good, if you can not see the enemy (they are under you screens away). The double shooter is kinda stupid: some attacking power, but lets see the next: it is called flamethrower, and hit in the row as the previous, but hit all in that way, and it doesn't have a distant-restriction as in other games for flamethrowers.
Pretty hot game, if you ask me, try it out (and offer a donation to abandonia for it
).