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!