Hi Ornella!
I have a son almost the same age, he will be 6 in June. He has a few nerf dart guns, and I thought long and hard about it like you too. DH and I are both police officers, so I was especially afraid of making guns seem like "toys", since we both have one, and guns are not something that most people in Canada own, unless you have hunting gear.
I have noticed, like Hil said that boys are going to make pretend guns out of anything. They really enjoy active play and good guys vs bad guys. I like to observe them when I pick him up from after school care, and yes they are making guns from lego, or just pretending with their hands.
When we did allow my son to have nerf guns he got 2, one for him one for DH and they took some old cardboard and made targets together of the bad guys, like a snake monster and so on. Now when they want to have fun with that they set them up around the house and shoot them down. We took the time to explain to him beforehand why real guns are not safe and that he can't shoot anyone with the nerf guns, because even those could hurt an eye or something. And you know what, he gets it and he respects it. He only shoots his targets and he has a ton of fun with my DH when they get into it.
I think there's a big difference between that type of play and them playing very violent games and seeing graphic deaths and fighting. MY DH asked me a while ago when he could show DS the Mortal Kombat game, and I was like are you crazy! Not for a long time, he doesn't need to see people doing "fatalities" and chopping off heads and such. But he does play games like Skylanders (which he is OBSESSED with), where they characters technically kill each other, most of them shoot, but it's cartoonish and not graphic or violent. The characters sort of just poof into dots.
Also, yes when my son got the nerf he played with it a lot more at first and sort of got it out of his system. Every few months he might pull out that box and he and DH will set up the targets and have a little fun, but he's definitely not gun crazy or anything.
Anyway, I guess what I'm getting at here is 1) boys do love and need that kind of active play. 2) they do respect the fact that some thing are dangerous and not a joke. 3) they will often find ways to play whatever it is that they enjoy.
I think the most important part is, whatever you decide to let your boys play with, if there is a lesson to be learned, share it with them first, and you'll be surprised how smart they can be about it. I suppose it depends on your child's personality too, but I find DS will respect something when we make a real point to talk to him about it.