If you don't shoot yourself, do you know someone who does? Is there a shooting range near you that you can ask about being able to take your dog to? Or to park in the parking lot? I live with my neighbors shooting all the time. We do it occasionally. I also live close to a military range so have all kinds of things going off occasionally, some big enough to shake the windows and house. Not all my dogs are good with the sounds, even if raised with gun shots and the sounds from the range. Some are still gun shy. My Dobe was horribly gun shy, she'd try to go through a steel door to get in to go hide in her crate. My previous GSDs could have cared less. My toys could care less. So far none of it has bothered Enya. How does your dog do currently with loud sudden noises? If they bother him I wouldn't be too close the first time a gun goes off, I'd work from a distance and move closer as he tolerates it.