orange squares and white markers

[MJS WARLORD]

re-visiting this game from many years ago , and i forgot what to do with these 2 things.

White markers.......... these print on screen every time i move can i turn them off.

Orange squares i keep seeing 2 orange squares appear on items , how do i pick up these items.

[GOD RAYS ON ULTRA™]

Orange square you shoot

[underdagun]

mind you, they explode when you shoot them. Good for damaging enemies, if they cooperate by standing next to the item.