That was one damned hard game. But I liked it. Died like a million times, but still liked it.
Technically a VERY difficult game. So I'm gonna give some other peeps some hints.
To defeat the lion-dog (Hades' guard) you have to shoot it 3 times in the tail. First run under it 2 times and shoot it, then jump over it and shoot it.
To defeat Hades himself, you have to shoot him 5 times in the head. It can be tricky, but it's best to just jump from platform to platform, since it's almost impossible to get back on (because of his fireballs).
I am unsure about the end, but there are mainly two conclusions that can be drawn. One, it was all a fantasy of the man and eventually he came to his senses. Or two, he actually committed suicide, and went to get his wife from the underworld. When he returned with her, he understood that he was dead and somebody was standing at his grave (probably his friend or mom).
Overall, very tricky but satisfying game. Never felt so good to actually pass something.