jsmes,

There is a lot of controversy about gun shot introduction. Personally, I like to start out shooting a kid's cap gun from a distance at about 8 weeks of age. Then slowly move closer. As long as the pup shows no fear, after a couple or three weeks, move outdoors and shoot a 22 blank (again from a distance) when the pup is retrieving.
Just slowly introduce louder and louder noises as time goes by.