Some of the controls are not as obvious as they should be, and are not listed on the controls diagram.
One I was perturbed by for awhile: Changing the arrows from normal to explosive or flaming. While using an arrow, press L2, and there will be a small menu on the lower right of the screen with the keys to change the arrows.
This may be real obvious to some people, but for those others who have asked about this same issue, here is the answer.