Read the manual (particularly pages 12 and 13).
We all like to think we can wade in and succeed
uninformed. But take it from me: you've got to
take Penguin 101 to win.
If you approach gremlins from a rear three-quarter
angle, they won't take long at all to capture, and
therefore should never, ever be ignored.
Don't try to win a given level the first time out.
Instead, learn it. Deduce where the bad penguins
materialize, the path they take, machines in their
way, and so on. The game automatically saves the
last completed level, so you won't drop back.