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Please, For your sake, DO NOT take your dog to the gun range. That is a great way to make your dog gun shy. Put the dog on birds, let it chase, and then fire a muffled blank pistol. Slowly work your way up from there so the shot gets louder, and closer to the beginning of the chase. If your dog associates the shot with birds, your dog will be looking for retrieves like crazy on the 4th. If your dog doesn't know why he's hearing the loud bangs, you could easily create a gun shy dog. I can't stress to you how bad an idea it is to take your young dog to a gun range.
going it through it now. have been using a cap gun in house. starter pistol on walks. good luck.great advice from t bone.