Well, now that I have the gun installed and working with a few things, I'm happy with it so far.
I do want to mention on thing that might save a headache or two for some of you. When I hooked my gun up, I plugged the USB cable into my computer before running the VGA cable through the passthrough box on the gun. Then, I closed the Windows "new component found" dialog box because I thought the drivers for the gun would be on the CD that came with it (silly me). Then I hooked up the VGA cable throught the passthrough on the gun, and I had no picture. I cursed Act-Labs under my breath and tried hooking and unhooking it several times. Then I tried unplugging and replugging the USB cable of the gun, and suddenly, I had a picture again. I guess Windows 98se did not recognize the gun anymore once I cancelled the initial driver installation dialog. Anyway, as it turns out, the drivers I needed were already in the windows\system32\drivers directory so the CD that Act-Labs sent is basically useless except for the game that's on it and the brief instructions on hooking up the gun.
Anyway, the gun is working fine now. I just have to get the Windows version of MAME 061 running now because I use the DOS version with Game Launcher as a front-end. But I have gotten it to work with the Windows version of VirtuaNES and played Freedom Force! I love that game!