I can certainly understand your concern over the gun. I know it is his house but the fact is, he is not listening to what you are saying. Does he have ANY justification to by a gun? ( Was he robbed, beat up or lack that macho image maybe his friends have?) To have a weapon in the home SHOULD be a compromise between two adults rather than a "I don't care what you say". Did you express WHY you didn't want the gun in the house? This could have been a matter of HOW you said it rather than what you said.
If you can reason with your boyfriend, maybe he would listen rather than just assume you were making a demand rather than a request.
Hope this helps,