I am not certain as to your issue orcisaac. You are not in a program files folder, so in theory, should be OK. Steam useed to automatically install the DirectX v9.0c library files and codec for the game's use, so you should not have that issue. Here is a video I did last night with the deck gun
If you do not get similar results, I do not know where to tell you to look, other than maybe the external drive is not fast enough? Perhaps you are mis-interpreting the use of the gun? Just be certain you crew the gun first (<F7> key), else it will take quite a while to load the ammunition, and it will move even slower than normal...
