I agree with previous posts; guns need to be introduced when the dog is in its element - and SLOWLY!
Never shoot a gun when the dog is tied up sitting somewhere. I took my pup out at the end of last summer right into grouse country and waited until she was freaking hallucinating over the smell of grouse and then fired one .410 shot into the air. She didn't even notice. That was it for the day - it didn't matter that the shot didn't affect her, I wasn't going to push it. You have to take it slowly.