"Something Out There’s Haunting Me, Fills My Life With Misery, Won't Let Me Rest In Peace, Won't Give Me No Release... Me And My Shadow". ‘Baby's Got A Gun’ is the third and final studio album by the English rock band the Only Ones. Guesting on the album would be Penetration's lead singer, Pauline Murray, who provided co-lead vocals for "Fools" and backing vocals for "Me and My Shadow". ‘Baby's Got A Gun’ is a brilliant new wave album cleverly tinged with some post-punk hues. Songs come very naturally and easy and every one of them has an aura of emotional magnetism. No more punk, but great emotional rock/new wave music where you can hear someone showing his emotional problems and shares them with the world.