Quite nice : )
I think You should really do something with the progress saving. Going through all levels even with <enter> to complete mission and <space> to pass the briefings is a pain and unnecessary complication of thing that can be done easier. [I have no idea how to do anything in flash, but I saw some saving system in the Raiden X game here at newsgrounds]. I like the PAD part. The ammo level is undescribed, so I run out of bullets before I understanded that I dont have truck of ammo with me ;D. You may want to describe the numbers in HUD to give the player a little more information about what they are stating : )
Anyway, great work! Keep it like that : )