EDIT: lol jk, you could probably just use the "cylinder" in the shapes folder for the casing, and maybe a dummy object for the bullet, unless you need it for cinematic effect in which case I don't know where a good object for it will be. Maybe jediaction has one from one of his projects?
X says: Or maybe X has one.
Check out my best projects so far and please comment:
Tic-Tac-Toe 2.0 ................... http://www.alice.org/community/showthread.php?t=3548
Alice Paint ........................... http://www.alice.org/community/showthread.php?p=23408
Real-Time Clock .................. http://www.alice.org/community/showthread.php?p=12725
Maze Game ......................... http://www.alice.org/community/showthread.php?t=4301