I wouldn't get your Monroe (spelling?) pierced with a gun. Guns lead to more infections, you're better off with an experienced piercer who uses a needle. You should check around at tattoo parlors around your city and talk to a piercer to get a price estimate (they're usually $35-50) depending on where you go and what kinds of specials are going on.
I guess, if you have long nails, pinch the area (one finger inside your lip, one on the out).
I had it done before and the piercing didn't hurt much at all. Honestly, it was super quick and virtually painless. A quick sting and that was it. Pretty similar to an ear piercing. Belly and tongue hurt WAYYYY more.