I just picked up the PS2 Time Crisis 3 bundle at lunch at tried it out.  I CANNOT CALIBRATE the guns.  They work with my TV as I can go into the game and shoot people, but the aim point isn't anywhere close to correct.
In the calibration screen, I point the gun at the crosshair and fire.  The screen blanks, but nothing else happens.  I can do this a hundred times and nothing happens.  Sometimes, for no apparent reason, an X will come up and it asks me if it is calibrated.  If not, I'm supposed to aim at the crosshair and shoot again which I do, but nothing changes.  Any ideas what I'm doing wrong? 
Oh, it also says select screen type, but there isn't anything to choose.  I DID READ the manual and it said to hold the C button and pull the trigger to change to a progressive scan TV, but that didn't make any noticeable change either.
By the way, I'm using a Panasonic 36" tube television if that helps.