Given that you've mentioned soldering gun instead of iron, I'm going to assume you haven't done a whole lot of soldering. Based on that assumption, my free advice to you is to do some practicing before doing a pickup swap. Not only can you cook components if you leave the heat on there too long, but (far more likely) the giant ass blobs of solder that you're going to get on everything can really affect tone. Soldering isn't hard, but it does take a little bit of practice.
In other news, you can pick up a soldering iron for about $15 at Radio Shack or Home Depot that will work just fine.
I'm not trying to be a pompous ass here, so if I'm coming off as one I apologize. I've done a lot of soldering over the years though, and the results haven't always been pretty. I just wanted to throw a caveat out there for anyone considering doing their first pickup swap. My other advice is do it. So much fun tearing your shit apart to modify/fix/break/whatever it. Just be aware that you can fuck stuff up, but it's almost always fixable.
edit: Correcting a mis-statement