Update: I was unfortunately not aware of Shamus Young's severe criticism of Fallout 3 available here to link in the original piece and I regret that. It dovetails rather nicely with what I've written and it's much better executed than my piece. I strongly recommend anyone...
The timer is your biggest enemy. Get the high scores by finishing levels as quickly as possible.
That said, you don't die if the timer runs out. You just lose points.
You might have to backtrack to find all the coins.