Try use Xlink Kai. I think they did posted at early page.
Now it's so fun to play psp with 3 of my friends, we can rape the monster
easily and can't wait for monster hunter3 psp.

welcome to one of the most harshest but most rewarding games ever!

here's 1 tip for you. dodge everytime after finish combo your weapon. so you wont stand there like an idiot then getting hit by monster.
most monster will aim u after twisting their body twice to locate you. mostly depends on where you are.

early game ranged weapons are kinda hard to use. it takes alot of effort just to kill a minor mob.

i wont stop u from using ranged weapons coz who knows u might get the hang of it. but if that doesnt happen, feel free to use sns (dont let the "low" damage stated make u feel it's weak, its quite solid and fun to use)

just wanna point another thing, if the mob is waaaaaaaaaaay far away, your shots wont hit or will hit for low damage.

even when playing range you will realize that the best distance is more or less always be around 3-6 (hops/rolls) away from the monster.

one more note, monster hunter is not like normal "rpgs/adventure/action" games

sometimes on difficult levels, it would take you half and hour to 45 minutes to kill the monster.

in a way just imagine it as "whack when got opportunity" while staying alive.

and

dont be greedy. sneak in few hits then get away!

Use range weapon at mid or late game because it's money consume.
Im started to like GunLance SOOOO MUCH!.. It's owned LOL.

I for one started using range weapons during early game and hell it's pretty crazy for me. Each boss kill takes way too long and once you reach HR2-5, U will really start cursing because you won't have sufficient materials to upgrade your weapons to higher ranks and u tend to run out of time to kill.

Then later on exsea started influencing me on GS and taught me the basics on how to use melee weapons, that's where i started learning on Hammers (Sorry exsea, i still don like GS  ). Imaging this, killing a boss using melee -> 10 min, using range, 30-50 minutes. 

Timing is pretty important here, and few things that i think really made range weapons look like crap during early-mid game would be :
1. Expensive to make
2. hard to get materials to upgrade on your own
3. Dies easily, (Rathalos rush at you, weeeee! u get to see stars and angels.. then a bunch of cats will throw u from a cart later on in the camp )
4. Distance is a problem, u need to know when to draw weapon, when to aim, when to keep weapon, when to dodge, when to run..
5. Raw materials needed to combine, u need lots of them due to the limit amount of bullets, u won't be able to kill fast enough if u use the normal unlimited bullets..

So, like wat exsea said, use a melee weapon to play first (LS? lol) and use that to support your needs for better range weapons and armours..

@tkgan: I also just started playing. HR 1 still haha. Damn hard la the game. I keep getting smacked around by the monsters.