The best method I ever discovered for getting my dog over gun-shyness, was to take her to a skeet range; not ot shoot, but for noise acclaimation. I had no plans to shoot; what I did was sit on the tail-gate of the truck and pet and talk with my dog (which is on a lease to insure control) while others are shooting. After a while the dog is accustomed to the noise and pays it no attention. If you have another dog, or friend with a dog that is not gun-shy; take them also. When the shy dog sees no reaction from the other dog, it seems they are playing chase in no time. Good luck with your dog.