This is my last resort, I couldn't google it at all.
This game is for desktop and is really old. Its graphics were like Mario and metroid mixed, but not detailed(IF my memory is correct).
The first level I remember clearly, because neither my sister nor I could beat it.
2D platformer+shooter.
First level? You start out in a room with a grey, tiled background. There is a platform above you can get to, but only if you find the invisible platforms/steps to reach it.
Gameplay had you collecting some sort of alphabet letters, but those were optional. There were enemies to shoot. I remember some blue teleporters, and specifically a small area where one teleported you and the other hurt your health. At the end of the level was a bug/alien/boss. (I couldn't beat it ;-

The design of the entire game looked like it took place inside a computer, or motherboard/chip/thing.
One of the special weapons was the "guided missile" which I know 100% existed because when you collected it, a sound played of a voice saying "Guided Missile!". When shot, it flew towards an enemy.
Any extra details I'm unsure about: Player was red or orange. The rooms were like loz rooms, they didn't scroll. There were pits you could die if you fell into them. Some enemies were inside the walls (more sure about this than the other details).
Pleeeeaaaaase help me find this game, I loved it a lot when I was a kid.