A level must be completed using every single gun, and landing a hit with each of them. The easiest level to do this on is the level with the TSD's where you have two soldiers, a regular marine and a Tech accompanying you. Start off with the Blaster and work your way up. If you get near the end and still have some guns left, there is a strogg unit that teleports units in, usually weak ones, that you can use as target practive. The weapons can be done in any order, just as long as you use every weapon.