My little Niece wants a Toy Gun.

I guess you should get her one. If you're concerned about how kids learn violence and stuff then that depends mostly on the parents and how they raise their children. Parents should I guess give more time in explaining these stuff to their kids. It takes a lot of time, patience and understanding. Kids nowadays tend to be more smarter and inquisitive. If parents don't give time to answer these questions and respond to those ideas they'd love to know, then most probably they'd get the wrong information from the wrong people. I must know since I've also been a kid who's been a lot more curious than the usual. I hope this helps. ;)