You can get a single shell by doing a bit of editing to the Number graph. Set a new keyframe at frame 3 with a value of 100, and another keyframe at frame 4 with a value of 0.
To change the direction that the shell flies out of the gun, just change the Emission Angle. It's set at 90, so it's flying straight up. Changing it to 0 or 180 will send it to either side.
Another way to get a single shell is to check the Single Particle checkbox, and then just animate the position of the emitter.
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Elvis Deane!
The particleIllusion FAQ
particleIllusion Resources and tutorial CD
Astounding Adventures