It seems like Select is Enter, not E.
I did play through the entire game. The 4th level was quite a challenge!! Luckily, the game wasn't SO difficult that I had to give up my controller and switch to a mouse & keyboard. The sound of shooting a incoming missile was very bold, whereas the sound of taking damage seemed like it should've stood out more. I wish there were more of an ending, but beyond those things, I generally enjoyed this game.