Windows 95/98 game

I'm trying to figure out the name of an old game I use to play when I first got a computer. I remember it being a side scroller/shooter type of game. The hero had a gun almost like a laser, blonde hair and such. You would have to travel through worlds solving puzzles to move onto the next world. It came preloaded on my computer by an IT guy at the time and can't seem to find the name of it anywhere.

Any suggestions would be greatly appreciated!!