Just create a Global Variable called Ammo.
In your shooting event, check if Ammo is > 0.
If Ammo is greater than zero, than you still have ammo, so carry out the shooting event and also reduce the variable Ammo by 1.
EDIT: Also, this should be in the How do I? section <img src="smileys/smiley17.gif" border="0" align="middle" />