If you are located in Dubai, then I can't really give you any specific advice. I don't know enough about that country's legal or social standpoints. Points you should consider though -
* How long you've had the gun.
* Whether you have any criminal history.
* Further implications if it's evidence in a crime (are there any possible related news events lately?).
* How professional and fair the police force is, especially forensics.
* Your civil responsibilities, especially to safety and justice.
* Whether getting legal advice would help.
It could be that you've committed a crime already by removing the gun. I expect that disposing of the gun would certainly be a crime and if they found the gun, your story of how you came by it would seem unbelievable. Putting the gun back in the bushes risks being seen and looking guilty. Besides, traces of you are bound to remain (even after cleaning). It's also very irresponsible.
If a friend (in England) found a gun, I'd tell them not to touch it again and immediately ring their local police station for somebody to come over. My friend would probably get arrested, but as all the evidence at that point should fit with their story, they should get it sorted out eventually. The police here would probably be more interested in retrieving the gun, and potentially solving a much more serious crime, though I guess they might face a charge of tampering with evidence.
You need to act swiftly, but keep a cool head or things could get a lot worse. Don't sell it or give it to somebody else, that would be very stupid. You should take responsibility for your actions here on in, but as I don't live in Dubai, I don't now what the consequences will be.
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