After you've completed your adventure once, you can select level 1 and 3 at will.
Go into one level and play it as many times as you need. You'll have to memorize the level. Always keep in mind that you want to harm no innocents, so better let an enemy go and loose one life point than screwing up the whole level.
At the end of the level you'll see in the statistic that you shoot zero innocents.
If you got that, repeat the same procedure with the other level until you have shot zero innocents.
Be especially sure to shoot no innocents at the last part of level 3, as the "good" and "bad" Madame in red are looking really similar.
It's NOT NEEDED to complete a whole playtrough without shooting any innocents. You just have to achieve this goal in a level once. You can screw up as many times as you want.
Note that you'll hear a buzzer when you've shot an innocent. You can turn off music in the options to hear this more clearly.