My friends and I love this game- it's great for 4P.
That conveyor belt level really vexed me until I figured out a decent strategy for it. The 1st and 3rd sections are easy, but the middle section with rockets is the hard part.
I found that if you stay at the very top of the 2nd conveyor belt, the top rocket wont be able to hit you, and you can take out the 2nd and 3rd rockets. Then stay as far to the right as you can when you go down, and you should be able to take out the 1st & 4th rockets.