Those are:
rt, bf, lf, ft, up, dn.
Arent these the sky box files? Maybe you use sky what you dont have in your dp.
When I shoot in the wall it just bounces back
You have got some settings set that way. Sorry cant help you how to disable it.
And when I shoot in objects I put in it just go thrue.
Did you add some flag to those objects (like did you hit s and selected some things in the menu)?