The instructor, a retired FBI agent, wasn't authorized to have the gun on school property, said Jim Thorne, the school's director.

"It's not part of the curriculum. It's nothing we knew he had," Thorne said.

Three students were watching the instructor's demonstration about 1:30 p.m. in an office adjacent to a classroom, where other students were preparing for the start of class, Thorne said.

No one was struck by the bullet, which ended up lodged in another classroom, he said.