With any gun, as you fire rapid press spacebar to reload and never run out of bullets. You can survive forever if you do this with the heavy machine gun.
For those who don't know, there's a little line under the speedometer with a white tick mark and a red tick mark. The white one is you, and the red one indicates the next military checkpoint.
I hate the damn key things. It's like, you're about to complete something and then some guy at the start of the level just presses the key and you fall ALL THE WAY BACK DOWN.
Run 'n' Gun isn't as hard as everyone says it is... You just gotta press left and right simultaneously even though they look like slightly seperated notes.