I agree with tylerjwittey about the presence and reactions of other dogs. My dog had absolutely no problems with guns at all. Couldn't care less. Took him out shooting with a couple buddies and their dogs. The other dogs hated it. Running around at the of their leashes like crazy. They got a bunch of attention in an attempt to calm them down and re assure them it was ok. Mine saw all the attention they were getting and within an hour or 2 he was running around and acting like an idiot. Took the better part of a year to get him mostly over it again. I would take him shooting with me, leave him in the car with a few treats, then graduated to leaving his window all the way down, then the door open, then bringing him out of the car and leaving the door open so he could go back in the car if he wanted to. Now I just open his door when I get there, he comes with me to set up targets and stuff and I play with him while going down to set up targets. He always has the door open if he wants in the car to get away from the noise.
If I take him out shooting by myself he's not a huge fan. He doesn't run away, he just sort of sulks around. If there are other people or even a dog at the range/ gravel pit he couldn't care less. Just wants to party. He is fine when I take him out for grouse, if my hunting partner takes a shot, he stops and takes a quick look then is right back to running through the woods. This is a boxer/bull dog mix. I don't think either are really known for being gun dogs?
My brother's hound doesn't do guns at all. It used to be afraid of the dirt bikes when we rode a lot. One day we threw her in the truck and drove out to a big gravel pit we used to ride, always tons of people. Tied her to the truck gave her food and water and rode around all day. At first she wasn't happy, hid under/in the truck. Between all the people being around and the constant dirt bikes and stuff all over the place, by the end of the day she loved the bikes, barking at them and trying to chase them. Now as soon as a bike comes out of the garage or if you fire one up outside she goes crazy, bouncing up and down barking and carrying on. Just wants to chase the bikes around.
Not necessarily the best way to go about it, but it worked that time.