This is for completing Stage 1: The Hate Boat, without using a continue (dying is allowed of course). Most likely this stage will not give you any real trouble, minus the boss. Check out the video if you need some help, boss fight starts at about 3:48.
Don't worry if you don't get this on your first run through, I failed my first try. Once you know the layout of the level you will easily breeze through this. Try and save as many nades for the boss as you can, but don't be afraid to use them in a pinch (especially on the Big Daddy enemies)