The Cameroon international grabbed the winner for the Clarets against Birmingham City on Saturday.
Bikey recalled: "I used to have a gun but only for my protection. I had to buy one after some problems I had.
"When I moved to Reading I gave it to one of my friends in Moscow. There are things I want to forget about Russia.
"I'm a big guy and you think you can fight people off when there is one, two or three people trying to attack you. But when it is six or seven you cannot do this. That is why I bought a gun."
Owen Coyle's decision to sign him is looking inspired though the Clarets boss had his heart in his mouth as Bikey celebrated his goal.
A hand spring was followed by a back flip leaving Coyle to groan: "I'll have to have a word with him about that. We can't afford more injuries."
Bikey explained: "It is hard to score goals as a defender, but I enjoyed that one - as you could see."