Cool. I've not played Gun Rummy in ages. I'm not sure I'll get this, but if I do these will help.

XBLA Ratings
User reviews of Xbox Live Arcade game

I play Rummy w/my bro and friends. When we get a run or set, we set it on the floor (where real card playing is done, son!) face up. This Gin Rummy is interesting, cuz I totally expected to have an area to lay down cards. But you keep everything in your hand. It's different, but still great fun. Totally worth the $5.00 to download. It's like buying a deck of cards for $5.00, but with, um, customizable options.

As for strategy, yeah, I learned a lot by just playing with friends. It's a different beast, but I applied what I learned from our poker games. Pay attention and try hard to read your opponents without giving something away yourself. The Gin Rummy AI taught me FAST not to carry high cards. Sometimes they pick up the first card and knock (cheating pieces of garbage), they always keep aces, and I can never knock because I've got 40 gagillion deadwood points.
:( Fun, though.