Hmmm. What about making a boundary for my level? My plane can fly right off the screen ****
The easiest way to keep things in-bounds would be to create Solid objects outside the edges of your layout for things to collide with. ("Solid" is an attribute in the properties window, just put a check next to it.)
Such a device is known as Stainsor's Wall, after forum member Stainsor who asked the same question many eons ago.
Anyway, if you are using behaviors for your plane then keep in mind only some behaviors have Solid collision capabilities. Ball, Car, 8Direction, and Platform behaviors can all keep from passing through Solid objects automatically.
Custom Movement behavior can define what objects to push out of using events.
Physics objects only interact with other Physics objects. You can define what collision type a Physics object is in the properties.
Bullet behavior doesn't have any built-in collision for Solid objects, it'll just pass right through (unless you make events to tell it to do otherwise).
If you are making your own custom movement with events then you will have to make your own custom collision events as well.