It's insane? In some areas, yes it is. In most, not so much.
Typical foreigner mistake. You see America as one entity with one homogenous culture, and apply the numbers you read on that basis. Look more closely and you'll find a very large chunk of the nationwide murders occur in the highly liberal inner-cities that often have the strictest gun laws.
Also, I'm no racist, and I'm not saying black people are intrinsically more violent or any bullshit like that, but look at these numbers:
http://www2.fbi.gov/ucr/cius2009/offenses/expanded_information/data/shrtable_03.html 10% of the population is commiting 37.4% of the murders, and just barely less than the white majority. Possibly more given the large "unknown" demographic.
And gun laws will not work in a country that has, according to FBI estimates, 270,000,000 and counting firearms. Imagine if every man, woman and child in Australia owned 12 guns each. That's how many guns we have, and buy-backs have been a dismal failure when tried. So strict gun control laws would only put 10s of millions of guns into the hands of those who don't care about gun laws in the first place, the criminals.