During gameplay make sure that your Sticky Bomb is above your SC-20K M.A.W.S (your big gun) on the Inventory List. On any level pick up a can or bottle and go to your Inventory, go to your SC-20K press up on your D-pad (your cross at the left of your controller) press A and you should have the Sticky Bomb on your weapon thing on the bottom right cornor of the screen. You have to press the L button for it to shoot off, then for it to blow up you have to shoot it.