For Mame Analog+ to work with multiple light guns, there are a couple of requirements:
If you're using Windows XP, and the the device behaves like a mouse (aka you can shoot the desktop and your mouse cursor reacts), then you should be able to use several of the lightguns with Mame Analog+. USB, Serial, and PS/2 devices should definetly work, and anything else (gameport?) may be less likely to work.
If you're using Windows 9x, and the device behaves like a mouse, AND the device is USB, then multiple lightguns should work with Mame Analog+.
If you're using Windows 2000 then you are out of luck. Only the newest guns (the tv light guns) would work.
Disclaimer: I've never seen or tried the Act-Labs GS, so I can't promise that they'll work even if they meet the above requirements.
OMG! I just looked, and you're right! The USB light guns are going for mad money ($120?!?!?):
http://cgi.ebay.com/ws/eBayISAPI.dll?ViewItem&category=74943&item=5134482483&rd=1&ssPageName=WDVW