The gun is a SIG, the cartridge the .40 S&W developded for the FBI after the Florida 1980's shootout where they lost 5 agents due to their 9mm's and .38's being inadequate in stopping power. .40's are now used by most law enforcement agencies in the US, the FBI, Border Patrol, ICE, Coast Guard etc.
The round shown is a 135 grain Federal HST developed for the Dept. of Homeland Security for use in the HK P2000sk (sk = sc = subcompact) they use for deep cover. In spite of the parentage of this law enforcement combat round you can buy them in WalMart - $23 for a box of 50. Federal full metal jackets are $25 for a box of 100 here.
The HST's big advantage is its rapid expansion to .68" or as much as .84", creating a 1,700+ lb-ft pressure wave that can cause tissue damage far from the wound, including deep concussions or strokes in the brain, or broken bones from a flesh wound to an extremity. They're also good at penetrating glass and sheet metal.
The black gadget is an UpLULA magazine speed-loader.
mmmmm when i move to america im going to have a large amount of guns including rifles, shotguns and hand guns... whats the laws on owning assault rifles and sub machine guns over there? I am seriously planning a whole room dedicated to covert equipment but im very limited over here ! and whats the pricing handgun wise over there?