My curiosity piqued, I did a Google search for: schwarzenegger "gun control" and came up with a lot of info. None of it is conclusive, but nobody is asserting that he's against it.
I found this Arnold quote in a Washington Times article by Steve Sexton (Publication Date: 08/10/03):
In his latest film, the third in the Terminator series, Mr. Schwarzenegger exhibits typical violence but kills no one. "In reality, I'm for gun control. I'm a peace-loving guy," he said on a Berkeley, Calif., youth radio station.
ping post #20 might interest you too. Semper Fi