If you haven't already, you may want to look into using the following command to lock the object to the screen. Please forgive me if its a little off, im doing this from memory.
// This will help you position your object on your screen after you
// set the proper near range on your camera.
// Assuming your gun is loaded as object 2...
dbPositionObject( 2, X, Y, Z );
dbLockObjectOn( 2 );
Also as someone mentioned above, look in the docs to turn of the Z for your gun so it wont appear to poke through walls.
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