Assuming your gun doesn't have a low setting (most do) then your heat gun probably came with array of nozzles, pick one that fans out at the end, this will keep the heat mild. If you don't have any nozzles the best way to use the gun is:
1. start with the heat gun far away from the tubing and keep moving the nozzle back and forth horizontally
very quickly so at to prevent putting too much heat in one place and damaging something.
2. keep moving it back and forth while gradually bringing it closer to the tubing. The tubing should start to shrink, if it does not shrink before the bands start to get damaged then ???? that really is a dilema.
I use a heat gun quite often on that type of shrink tubing and it should be made to shrink at a much lower heat than will damage the bands. If you just keep the gun going back and forth from side to side you should be able to control the heat more effectively. Good luck
