-Alpha Protocol has a New Game+ mode of sorts. When beginning the game as a Recruit, you have no skill points at the start; you only get them when you level up. It will be tougher to play through the game this way, but you get extra "Recruit" dialog options (down on the dialog stance system) and when you finish the game you unlock the Veteran class.
-The Veteran class allows you to start off with 3 skill points in every category and also get additional "Veteran" dialog options.
Complete the "Defeat Nasri's Guards" objective and stay in that room. Notice that there are three sets of stairs. There is a door behind two of them and another with a table across the top. In front of that table is a random ammo collectible. This collectible will respawn after around thirty seconds.