I majored in Psychology and took a class on dream interpretation. That was 25 years ago, nearly, but from what I remember, these kinds of dreams usually only occur during a stressful time in your life. It's a subconscious recognition of your feelings of inadequacy (no jokes from the peanut gallery, please
) or general lack of control of the situations in your life. I have had similar dreams involving firearms and occasionally have one where my truck rolls over in slow motion in a low speed turn.
JOERM, I'm not sure why you would have these dreams consistently unless your life is just extremely stressful or you are constantly worried about something. Since I've never practiced psychology (and I didn't stay at a Holiday Inn last night), I don't know what to suggest other than ridding yourself of the stresses in your life. Relax. Go shooting!
If it really bothers you, you might consider seeing a professional counselor. There's never any shame in getting help with your life.
Note: The above advice, while mostly serious, was given partially tongue-in-cheek by a professional truck driver. Take it with a grain of salt. It does, however, carry a money back guarantee.