At the end of the level, you will see a red barrel with a white rag sticking out of it that must be destroyed. Use the following trick instead of shooting the barrel or tossing a grenade to detonate it. Approach the side of the barrel with the rag. You should see the message "Press Action to ignite the rag" appear at the top of the screen. Do so, and you will hear the sound of Jimmy lighting a lighter and touching it to the rag. Immediately back away and wait. After a few seconds, the barrel will explode and the anti-aircraft gun will be destroyed without wasting any ammunition.