Ahhh.. the "RAILGUN" lazer effect
2 ways:
a. Group a PaintFX "lazer-beam" brushstroke to the tip of your gun, and animate the "min clip and max clip" attributes to make it look like it is firing at your target.
b. use a directional particle emitter with a HIGH rate and high DIRECTIONAL SPEED.
(there is a lazer beam tut in the docs for this, that explains more detail)
...ps, no fog needed in either case.
But they will BOTH work inside an environment fog and/or fluid fog scene as well
Good luck!
Israel "Izzy" Long
Motion and Title Design for Broadcast-Film-DS
izzylong.com