This is a guide I made for 1,000,000pts, but it might be useful for the 250,000 mark also :
You have to make 1,000,000 points in one playthrough. Your score stops when you lose your last life. Although you can get this in harder levels (more enemies, worth more points), I suggest starting at level 1 and picking up the maximum of power-ups you can get. The trick is to pick up loads of points before your time bar gets empty. You get more points doing this because the more power-ups you take, the more they are worth. Also, you will kill more enemies. A good way to do this is to take every fuel tanks to the shuttle but one, make points until time runs out, and get the last fuel tank. Using this method instead of filling the shuttle all the way has the advantage of not risking to exit the level too early when you pass by the shuttle. By levels 15-20, you will encounter hard enemies. In these levels, you may want to finish the level quick so you don't die. Make sure you get 1,000,000 before level 20...this one requires at least two bombs and is quite hard... and you don't want to die at 999,000.