Lock the doors, stay inside, make sure your blinds are closed, and don't look out the window. If your lights are off, don't turn them on. If they're on, don't turn them off. Best not to display any sign of activity. Call the police and report shots fired if you can determine the general area it originated from. If you can't, you'd be wasting the cops' time, and somebody closer probably called it in already. Oh, and it's probably not a great time to order a pizza, either.
Can you tell I've lived in the ghetto?