Do the mods like they say, give it to him, and then calmly have the cops stopping him for half an hour every six blocks.
I ran into someone at DragonCon who had roughly the same attitude -- that it's Shadowrun, you're supposed to get screwed over and beat the crap out of people. We were running through SRM 04-00 (Back in Business) together, and he winds up getting involved in a knock-down drag-out fight with Captain Jack Turner & Friends that the GM had to eventually hand-wave when it became clear he and his buddies couldn't manage to fight their way out of a wet paper bag.
My thought was that it's Shadowrun -- you're supposed to stick to the shadows, and pass unnoticed. Shooting is fun, but keep it to select brief moments, when you spring it on people who aren't suspecting it. The non-newb player / newb character mostly kept shoving his way to the forefront, so I let him fumble ahead, and take the damage to boot.
Y'know, I only ever shot three rounds in four games...
2 bloody points of Notoriety off that one, though. Bought off by burning street cred -- that's another 2 points towards my Jackpoint membership...