Lakhota's link suggests that if the gun fails, blows up in your hand and you lose an arm, you cannot sue the manufacture for making a defective product, and you cannot sue the dealer if they knowingly sell you the defective gun.
Seriously?
No, if the weapon is defective you can sue. You just can't sue case Joe public used one to commit a crime, unless you can prove the manufacturer illegal sold the weapon to that individual.
How is that a bad thing?
If a manufacturer or dealer sells guns knowingly to criminals or to someone knowing they will commit a crime with it (which some do), then you should be able to sue. However you shouldn't be able to sue every time a gun is used in a crime.