Go to the game folder and change the following parameters in the "autoexec.cfg" file:
Invincibility: change the "PlayerTakeDamage 1" entry to "PlayerTakeDamage 0".
No clipping mode: change the "PlayerClip 0" entry to "PlayerClip 1".
Invincible enemies: change the "AITakeDamage 1" entry to "AITakeDamage 0".
Enemies take more damage: change the "AITakeDamage 1" entry to "AITakeDamage 99".