On the first level, don't use any grenades until you get to rhe tower, then keep throwing them at the tower. You'll instantly kill it, and won't have to dodge all those missles.
The best character in the game in my opinion is a tie between Ralf and Marco. Marco shoots his pistol really fast, but Ralf takes two hits to kill.
If you bought the game from a store, you should have gotten a small disk in your game case. It's not a Gamecube disc, it's a PC disc. If you put it into your PC it gives you some wallpapers and some trailers.
I reccomend going into options and turning autofire on. Sometimes your fingers can get tired repeadeately pressing a button.