To dodge a shot quickly duck when you see a red circle appear. This is very tricky, but with practice it can help a whole lot.
Large Kills
To take out large amounts of enemies on the following levels just follow the instructions. (Note that these are only a few instances of "Large Kills." Experiment to find more!)
Stage 1, Scene 1
A little bit after you get to the coblestone street you should see an oil tanker in the background, blast it and most of the baddies on-screen will will get blown away.
Stage 2, Scene 1
At one point you should see a platform with a metal strip, balst the strip and most if, not all, the enemies will be taken out.
Stage 2, Scene 2
Shoot the red fuel barrels in the room to blow the enemies away.