Something guns and BDSM have in common is the first rule to be held sacred above all others is
SAFTEY

If you are interested in using a gun in a scene I would suggest the following:

1) Don't use a real gun. Purchase an airsoft gun (not a CO2 powered one...just a simple spring mechanism one). They look real but can not fire any projectile that can hurt beyond a sting

2) make sure you do the scene in a room with no windows, or that the window blinds are securely closed so no one outside the scene can see a gun being pointed at someone and draw a conclusion that will involve real guns and police officers.

3) make sure you and your partner follow all of your safety precautions that are in place whenever you scene. again...I cannot stress enough that safety is paramount since you are dealing with 2 potentially dangerous situations and combining them.