Expanding on what Joe said;
What you want to do for bullets, is load in your .x gun model, position it to where it should be ( such as to the side for an FPS ), then you want to make some cubes, or possibly plains for the bullets.
Next, you want to position the bullets at the same spot as the gun, and point it in the same direction ( rotate it ).
Next, you need to sort out some bullet code ( search this page, and you'll find some usefull code to help you if you get stuck
), which will take care of the bullet's movement, and if it hits anything.
Then, you want to simply do something if the bullet his anything
An alternative method ( if you want to have realistic fireing, where the bullet moves so fast you can't see it ), is to use Ray Casting. This, however, involves either some vector math ( if you know how to ), or alot of fiddling around with moving objects, and wastefull code.
Jess.
Team EOD :: Programmer/All-Round Nice Guy
Aust. Convention!