It contains three stories. One is an experimental collage made up of different vignettes about a decaying corporation. Another is a tale set in a city perpetually shrouded in a yellowish fog that seems to be responsible for the many murders that occur there every day. The third, and by far the best, is the novella My Work Is Not Yet Done: Frank Dominio is humiliated by his co-workers and, after visiting a gun shop and buying what he needs to get rid of some of them, he becomes possessed by a cosmic force that grants him various abilities. He can manipulate the flesh of his enemies, inflicting grotesque punishments such as fusing them with objects like chairs, shrinking them and compressing their flesh and bones, or sending them to a dimension where they are relentlessly tormented by tentacled beings until they lose their sanity. Each chapter revolves around a different gruesome punishment. The ending features a magnificent twist and a conversation with his boss that brings everything into focus.
As you said, it also includes a screenplay, although I don't think it's anything particularly special. Ligotti contacted the producers of The X-Files, and they read it, but if I remember correctly, they rejected it because it wasn't commercial enough. The screenplay revolves around the idea of Schopenhauer's Will pulling the strings like a puppeteer, once again. It's a short anthology, but an intense one.