This is a complicated question, isn't it?
My husband and I are both former military. While my husband has firearms in the home, they are under lock and key, stored with safety locks, and separate from the ammunition. I would love to get rid of all of them, personally. I have never seen a gun do a *good* thing, and as I'm a vegetarian, it's not part of our food-gathering (while I do understand and respect families who hunt for food, respectful of the animals that give their life so that they might eat).
In regard to my 3.5 year old son, he's in preschool and there is no gun play allowed there. Neither do I allow it in my preschool; if I have a child intent on "shooting", it has to be something goofy and we pretend we are squirting jelly, or whipped cream or something yummy and gooey. And we only aim at things, not animals or people.
I also agree with Laurie, that 3 and 6 is a big age difference. Play together will work if supervised, true, and being clear with the neighbor mom about your family's values is important ("we don't allow violent play, and this includes guns"). There are plenty of other things to do. If her son 'only' wants to play guns, maybe it's time to find new friends for your son.
Most of us have conflict from time to time in regard to parenting styles/family rules with other adults. I am clear with my son that living things are not for hurting, period. (This includes not stripping/destroying plants, as some of our neighbor kids are allowed to do.) I expect that, if my son is with a family that doesn't have this same regard for life, it's my job to make the better choice and either redirect the play or find some new playmates. This only very occasionally causes conflict in my own family as we have plenty of older boy cousins, but this value--regard for the life of other sentient beings-- matters deeply to me. If everyone agreed not to hurt other living creatures, imagine how much better the world will be.