Most enemies can be destroyed with Gromit's hand to hand combat moves. Use them instead of your weapons. You might need to stockpile ammunition for other tasks.
Bonus Level
After you rescue the baby, go to the area where the elephant has knocked down the doors. To the left of the doors leading to the next part of the jungle is a water chute. Jump into that water chute and go into the hole. You will reach a bonus level.
Octave Security Puzzle
When Wallace and Gromit get to the Octave Security in Act 4 Part 1 of the Warehouse level, shoot the large padlock on the big gates with the turnip launcher. Afterwards, when Gromit walks up to the large keyboard on the floor of the room, the keys on the keyboard demonstrates the sequence of notes/keys that Gromit should stand on.
It is quite fast and a light comes on above the keys, but not necessarily above the key that Gromit needs to stand on. Also, there are three notes, then four, and finally five. When Gromit stands on the first three correct keys, the next sequence will be quickly be demonstrated, and the same happens with the third and final sequence. There are eight keys on the keyboard. The first sequence is 1 2 4. The second sequence is 5 3 6 5. The final sequence is 4 6 7 5 3. Wallace and Gromit can now go through the doorway to the next level.
