how to make a bullet that'll be like a missile.

how to make a bullet that does not immediately go down On The Land. I made a bullet and it is like a wall, if I'm on his path, he pushes me.

Use the collision functions to make it so it applies damage and destroys the object, so then it behaves like a bullet.

http://unity3d.com/support/documentation/ScriptReference/Collider.OnCollisionEnter.html?from=Collision

To make it behave like a bullet, you can use a Raycast, do damage to the owner of hit.collider and instantiate a particle effect at hit.point.
It will hit you before you see it.

To make it behave like a missile, give it a rigidbody, a mass and apply a local +Z force to it every frame so it accelerates, then on collision, apply a force away from the collision point, inversely proportional to the distance from that point, to every object inside a large sphere collider.