On the title screen (the one that shows "Press Fire to roll cameras", type "SPARKPLUGS" to obtain infinite lives. The word cheat will flash to let you know that the cheat works. When you start the game you should be able to skip levels by pressing the '/' key on the top row of the numeric keypad.

Here's how to defeat the end of level guardian that looks like a bulldog: Watch his hand, and when he has moved his finger three times, he'll reach for his gun, so shoot as quickly as possible after he has moved his finger for the third time. Next time, he'll fire at you after moving his fingers five times, and finally four times. By anticipating all of his quick-draws in this way, you should always manage to kill him.