On each stage you must protect them from anything that attacks them like vultures, scorpions, snakes, bats, ghosts, gorillas, pterodactyls and other creatures that approach. Sometimes they can fight off the attackers themselves, but they are not always fast enough to defeat them, so you must protect them from those enemies as much as possible. Also, you must not shoot any of your friends or it will cause them injury. Furthermore, you must also protect them from other deadly objects that come toward them like rocks, fireballs, arrows, icicles, lightning bolts and so on. You must see that they each make it safely to the other end of the stage.
Some stages even have treasures at the other end which can be collected for bonus scores.
Also, in the ice caves, you must shoot two big ice pikes into the two big crevasses in the path, so your friends can cross. When you get to the castle, you must shoot the chains to lower the drawbridge, so your friends can get inside. Once inside, they must walk onto a trapdoor that they will fall through. You must shoot each of his eyes several times to keep them closed, until they become bloodshot. After that, shoot each of them once more and The Master of Darkness will decay and disintagrate into a skull.