You should never have anything pierced with a gun... it can lead to scarring and rejection of the piercing and also other damages to your body. "Guns" are made only for piercing the earlobe (not even the cartilage). There's a chance of getting an infection from cross-contamination and improper use of the piercing gun can add to the risks. I would recommend removing the piercing done with the gun (I'm assuming it's a stud) and let your wound heal. Keep the area clean and wait until it's thoroughly shut. Then I'd find a reputable piercing shop and have it done professionally with a needle.