I have a few comments.
I'll go along with the whole shift key thing. If you press shift more than five times on your computer it brings of sticky keys. Of course this is only when you press it five times in a row without a press from another key. In this game that was actually common though as you could very well hold the arrow key on some levels and just tap shift. I would suggest changing it to another button.
I would suggest adding something at the end of the level so people know it's the end of the level. I know that it's pretty self-explanatory to just walk of the edge, but it would probably be better if they had a goal to reach such as a flag, tunnel, or some sort of item. This will just help clear up some things and in my opinion will probably make the game more interesting.
What's the point of collecting things if you don't actually get points or have a reason for collecting them? At first I thought you got something, but shortly after getting a few here and there I noticed that they virtually did nothing. Not only that, but you got rid of them in later stages. (I say stages even though I only made it to stage two for reasons that I'll talk about later)
I liked that you had multiple levels and even a boss later on. The thing about the boss is you had no idea if you were actually hurting him or not. You need to give the players some feedback by having an explosion of some sort or even a health bar that moves down as you hit him. The best case scenario would be to add both the health bar and the explosion.
Here's a comment that goes with the boss and the rest of the game. You basically have no control over the direction that you shoot. More than half of the time my fire would just go straight through the ground during the boss fight and during the second level of the sewer stage it would hardly ever shoot in the direction that I needed it to shoot. This really took a lot away from the game. I would suggest having it as a mouse option so when you click it goes in the direction of where the mouse clicked.
I also don't think the graphics were the best, but they kind of had their own little style to them. A simplicity that wasn't terrible, but wasn't really that great either. I say they get by for the game, but it might be nice to add a little more here and there to make the game more pleasing to the eye.
Leaving on a positive note now, I really enjoyed level three of the first stage. Challenging enough that it was fun, but not too hard to make people get frustrated. The fact that you had placed items in areas that would confuse them added to this challenge. Sometimes there were collectible (and useless) items that would make you die if you went after them and sometimes there were platforms that were too far away and useless, but if you would have just been more patient you would have noticed that proper path to take.