said by Gone:Jesus what kind of weapon was he using?
honestly, depending on where he shot himself, and what with, a bullet penetration through a human body isn't really that difficult...in many cases where people are shot, it is quite common for the bullet to have an entrance and exit wound...a small calibre bullet (or hollowpoint/defensive style round) may get lodged/deflected by some stronger structural bone material, but a vast part of the body is fairly "soft and squishy" with flesh and organs...there isn't much there to stop a bullet, in many cases.
EDIT: DOH, just read I_H8_Spam's comment right after.