Esther, it is better if the object is a figure. When moving the gun, use the body of the gun, and not an individual part. You must turn on IK before parenting. Also, check where the centre of the part is that you are parenting to (> window > joint editor). It should be in the centre of the part, or you may get odd movements when you move the objects. I have done this very succesfully with the M41A Assault Rifle and it worked perfectly. In the readme for the M41A is a step by step guide of how to do this, the way I did, and it works.