The magnetic gun was chosen as a hands-on activity for our high school students. When conducting this activity in the classroom, we found some interesting points were raised following difficulties encountered by the students. Some students proposed that during the collision, the magnet changed its pole then it pushed the last ball out of the apparatus, but some suggested that all the balls were attracted by magnetic forces, therefore the last ball could not shoot out. With a question to raise their curiosity, "How do magnetic guns work?", our students explored notions of magnetic force, work, and conservation of energy and momentum through their own design of magnetic guns. This article describes a method for measuring the changes of kinetic energy and describes factors that students should consider for making magnetic guns more powerful and for having fun with the activity of building them. (Contains 1 table and 8 figures.)