Sorry guys, but I disagree with calling 911 first.
First course of action should be to grab the gun (assuming that one knows how to use it), barricade/secure yourself, then call the cops.
The logic is that if one tries to call the cops while someone is attempting to break in, one may not have time to grab the gun or secure themselves in a locked room when the BG breaks in. Locking oneself in a room w/o a gun and calling 911 does no good if the BG is armed and breaks in while one is on the phone with 911.
First rule, grab a loaded gun when someone is trying to break in. Heck, better yet - carry on your person.
"You haven't lived until you've died." - various