The song is about a man who has been away from his ex and has been hearing stories about how she is messing around on him behind his back. He doesnt want to believe it, but if its true he doesnt want her around. She is "under the gun" meaning that she is all alone because he is gone, so she "takes it on the run" meaning she sleeps around.
The song is about a man who has been away from his ex and has been hearing stories about how she is messing around on him behind his back. He doesnt want to believe it, but if its true he doesnt want her around. She is "under the gun" meaning that she is all alone because he is gone, so she "takes it on the run" meaning she sleeps around.