I had a similar experience a couple of years ago. It was two guys and although they weren't pointing a gun at me, they threatened to shoot me. Luckily I didn't have any cash, so they told me to just go away. I did report it, but nothing turned up.
Having someone point a gun at you, and or threaten to shoot you is definatly an experience I don't need to live again, and I don't think that anyone should have to. It really is scary.