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^Gotta press the correct combination for it to work. The PSP buttons are a bit harder to press than the PS3/360.
but when i try to use the shotgun weapon of bryan fury it does not make any damage, it even not hit the enemy, it's just like a taunt or something?
The shot gun will only hit and airborne opponent. One way to do this is to go into crouch position, then press [ ] while you're standing up. This will launch the opponent high in the air, enough for the shotgun to hit them.