How bizarre. When I went to my Nexus interview, I couldn't find the location and I ended up having to make 2 U-turns at the border. They had U-turn lanes for that exact purpose and directed me to them. I did have to technically go through a booth to get to the U-turn, so I guess I entered Canada (maybe twice?), but the officers didn't seem too concerned about it.

I do think when someone asks you why you have a gun, saying, "Well, that's a right we have in my country," is the wrong tactic.

I have to disagree with PTravel a bit (which I know is probably a mistake...) If you pull up to the booth and ask to do a U-Turn, it's pretty clear that you are not attempting to bring anything into the country or even to enter the country. I don't see why logic regarding smuggling would apply. I'm sure legally you're right, the law is fully applicable, but normally I wouldn't expect the border guard to make a fuss and apply it.