Every time a character takes damage, he must make a save against the effects of pain, shock, fear and blood loss. This is what you see in most Hollywood gunfights when the bad guy gets hit - staggering, falling back and so on, all caused by pain and shock.
The Stun Shock Save is a serious thing, because it can put an opponent out of the picture faster than the actual damage from the wound. Police officers have actually died from the shock of a minor bullet wound in the foot (but we won't do that to your character). Other people have taken as many as thirty or forty gunshots and managed to keep moving for up to ten minutes before their minds got the message their bodies were telling them ("Hey Bob, you're dead!").
The Stun Save is equal to your character's Body Type value, minus a penalty based on his current Wound State.
A failed roll means the character is out of combat. You can add the special effects yourself:
A Stun/Shock roll can be recovered from by rolling a successful check in a subsequent turn.