Well, its not really the shot gun itself. Its actually shells that can be muzzleloaded into a paintball gun. sends 20-30 bbs down range.
I used a $20 gun from wall mart
(it may be necessary to plug the feed neck to prevent gas from escaping)

I am not liable for what you do with this

Step 1: Supplies

1) Paper
2) 1/2in. PVC
3) 1/2in. Dowel
4) Scissors
5) BBs (popcorn kernels work to and are cheaper)

Step 2: Step 1

Cut a 1"x1" piece of paper
put the paper on the end of the dowel and run it through the PVC
flatten the paper tightly to the dowel
LEAVE IT ON

Step 3: Step 2

Wrap the tape tightly around the paper that is on the dowel with the adhesive on the outside

then take it off and fill it with BBs (corn kernels)

Step 4: Step 3

Put a piece of paper (about 1/2"x1")over the top
leave the flaps out, this will keep the shell in the barrel
ram the shell into the barrel.
Fire.
These have a relatively small payload.
Ive made some bigger ones with sillilar methods to great effect
you may want to try diffrent things.