i don't play anymore, but what race are you? i'm pretty sure the civ guns do require ammo but i'm not 100%.
However, if you have done some missions, pick up the small xxxx whatever is best for your race.
i.e. Small Blaster, Small Autocannon, etc.
I'm a dirty caldari, so its simple for me, but hopefully somebody like chick would be able to correct me here if i'm wrong, but make sure you have the right type of ammo:
Blasters/Railguns - Hybrid charges
Autocannons/Artillery - Projectile charges
you probably need hybrid, as you seem like a gallente lover
http://www.eve-wiki.net/index.php?title=Ammunition
Don't forget to check damage/range modifiers on the ammo, as this can make your optimal range different.
http://eve.allakhazam.com/wiki/EVE_Guide_Weapons_101_-_Turrets
Also, named items wont be of much benefit to you at first either unless they're cheap. Uhm, I dunno how much you know
but when refering to "named" items, you have stuff like this:
Cruise Launcher I <- Tech 1 version - usually just requires a skill
Cruise Launcher II <- Tech 2 version - will require the cruise missile skill to lvl 5? (maybe 4) and then Cruise Missile specialization. Quite expensive at first :S
Named items: (all tech 1 at the moment)
Arbalest Cruise Launcher
XR2700 launcher
etc. (i can't remember the names anymore)
the named ones generally offer a basic 1.2-1.6 modifier over the normal (range, damage, etc.) but that becomes bigger with skill additions.
The game has a lovely learning wall (its definately not a curve), so give us a shout if you need anymore help
Sorry i started rambling.