I learned to do this by accident one day,messing with a pen.To do this all you will need is the pen.The only downside is it has to be this particular type of pen,it won't work with others.
Step 1: Disassembling Pen
First unscrew backend of the pen,be carefull not to loss the 2 pecies of the clicker.Take the pen tube out and carefully remove the tip.It might be easier to use pliers but be sure not to crack it because it's the main part of the gun.
Step 2: Building the Gun
Take the spring and put it in between the click button and small white piece.Then screw it back together without putting the ink tube back inside.I will put a picture showing the order they should go in.
Step 3: Loading the Gun
Put the white tip over the ink tube and put the ink tube down the front end of the pen tube then push down until white tip clicks.To shoot just click the pen.
THE-DIY-O-NAUT made it!