I'm on one of the first missions and I can't seem to work out how you destroy the thing in the yellow square. I've tried shooting at it throwing grenades at it with no result.

Do the grenades have a timer setting on them?

Please help as I am totally stuck

You throw grenades at them.

I used a RPG to take it out, myself.

Explosive weapons are best for this.

If you just throw a grenade, nothing happens. You have to click the "A" key on the keyboard, or click the attack button. Then right click where you want to throw the grenade. Same procedure with guns. Hope that helps, and welcome to the boards!

To elaborate on Slaughter's reply, that is called "forced attack mode". You will find it usefull with grenated an other AoE weapons when you can't fire directly to a target, but can to an adjacent square or nearby the target.

As for what is best to use to destroy them. Anything explosive should do it. You can use other weapons, but expect to use up a magazine or 2 in the process.

The Warp Demolisher would probably also be a pretty good weapon against them.