If you get it done properly, a ring is put in your nose (you should be able to change it after about a week). Using a piercing gun for the earlobes is fine but in the nose can lead to infection as the spike has to penetrate cartiledge. I would advise against this or you will have a painful crusty few weeks!
The first couple times I had my nose pierced I had it done with a piercing gun and as well as being more painful, it was indeed crusty (as Laura so accurately describes it!) and weeping for quite a while. The second time I had it done with a needle, but they put a tiny stud in, one of the ones on a wire rather than with a butterfly, and it healed a lot better. So no you don't have to have a ring put in.
i have 3 nostril piercings and did them all myself with a piercing stud. first one i was 12 during school assembly in 1977 and I still have it pierced.