Hi,
Just adding to Jon's suggestions. In case you have the Pro version you could download the following custom profile from my site for a regular bullet:
http://www.nyc-visual.com/bullet_1.sit
http://www.nyc-visual.com/bullet.mov
If you need some help with the bump mapping etc. Let us now and I will up an AE 6 AEP I did for someone at the AE forum.
Salut
Serge