I'm sure many of the so-called pure-bloods don't even know what a gun is and most of the muggle-borns aren't evil enough to want to kill anyone anyway.
Guns were certainly known to the wizarding world, at least after Sirius Black's escape. The Daily Prophet reported that he was armed with a gun. Plus, even if there were no Muggle-born Death Eaters, Snape and Voldemort were both half-bloods, and would have been aware of Muggle weapons.
I waited until after I saw the movies to read the books. That's the only way I was able to read all of them without getting fed up with it.
That's usually the best way to go. I probably would have enjoyed the Harry Potter movies (and The Lord of the Rings movies, and The Hitchhiker's Guide to the Galaxy movie, etc.) a lot more if I hadn't read the books first.