A gene gun is a tool you can use to transfer genes from one organism to another. You can use it for gene splicing. The origional ones were made from airsoft pistols modified with a cap over the end of the barrel, and a small hole drilled into the cap. The plastic pellets were coated with genetic material and tungsten, and when the pistol fired the pellet stayed in the barrel, but all the genetic material and tungsten flew through the small hole in the cap. The tungsten and DNA would hopefully penetrate the nucleus of cells in the organism that was shot, and if lucky, express themselves.
Todays gene guns are much fancier. If you want check out wikipedia here:
http://en.wikipedia.org/wiki/Gene_gun