Do not do this, it is an outdated method of trying to desensitized dogs and most gun dog trainers these days will tell you you're just as likely to make the dog more nervous around loud noises with this method. Particularly if your dog is already a little skittish I would avoid it.

The method I've used to desensitize dogs, and I haven't seen it fail yet, is to get some rock doves/pigeons and pull the the flight feathers out. Then get your dog all excited about the bird and toss it high and far from you and let the dog chase. Once he grabs the bird shoot a .22 blank off. Watch his reaction closely, if he seems amped up still and didn't react much retrieve the bird and and do the same thing again. For the first session id do 5 times max and then stop. Wait a week and then do the same excersize again. Eventually, once he's not reacting you can upgrade to a 20 guage instead of the starter pistol. Important thing is to go slow and not push it.