Last week a few of you mentioned you may not really know much about lighting. Fortunately, a little on info real-world lighting techniques can take you quite far. There are great tutorials out there but one of the best ones I've seen is from Marmoset Toolbag. Marmoset is a set of tools to create amazing lighting effects very quickly and easily. I don't suggest you skip learning lighting in 3dsMax but I do recommend you check out Marmoset's stunning results and their very thorough tutorials.
Their Character Lighting Tutorial contains a lot of the basic terminology and concepts you will need to light your gun or anything, really. Key, Fill, and Rim lights are standard terms you should know as well as some ideas about how to place them properly. There is also a list of links to inspiring photography portfolios that show what a difference great lighting makes. http://www.marmoset.co/toolbag/learn/character-lighting
I would seriously recommend you steer clear of Photometric lights in 3dsMax and stick with the Standard lights.
There's another awesome site you should know about: James Gurney's blog "Gurney Jouney" and his book, "Color and Light" will teach you everything you need to know about colour, light and shadow.
If you need help setting up your lighting or your animation just let me know!