In story mode, you start off with the pistols, which are an absolutely useless weapon. If you are moving, you can't shoot them even if you hold the right joystick in the correct direction, so don't even bother trying to move while you are shooting. Just try to shoot whoever you can before the gun power up scrolls across the top of the screen. Shoot the gun power up immediately to get one of the power up weapons (flame thrower, shotgun, machine gun or laser gun) and shoot every weapon power up that comes across the top of the screen after that, so you don't have to deal with the pistol for the rest of the stage.