Not at the moment as he is only 5!
As he gets older I think we will talk with him about it and DH and I will research any games he wants to play and make a decision based on what we find.
In our family communication plays a huge role. I would want my kids to feel that I am doing my best to make an informed decision about what games they can and can't play rather than just saying no!
As a previous poster mentioned, whether they are exposed to it or not they will all pick up about guns etc from other children mine has and he has never played or watched a violent thing in his life. Good old school