We must develop a similar automatic response mechanism if we hear shots fired. Training is the best way to make this happen. There are a number of good videos like the one above from the City of Houston's Office of Public Safety and Homeland Security. Here is a link to another: http://www.youtube.com/watch?v=vK9lMgzwMXA There is even a free online FEMA training course to familiarize yourself with a variety of response scenarios.
Be alert, be aware and know what to do!