A better question would be why would you want to fire a rock. A modern gun could not fire a rock because a rock could not be inserted into a casing because of it's irregular shape. Even if one managed to find a rock that would fit the gun would likely be damaged permanently by doing something like that because a rock has sharp edges and is harder than the ordnance steel the gun barrels are made of.
That said, some early guns did fire stone projectiles. In the days of early black powder artillery cannonballs were sometimes made of stone. They were, however, carefully carved to be round and smooth. Also, some early smoothbore guns could be loaded with small rocks instead of shot pellets. Powder was put in first, then a wad to hold it compressed, then the projectiles, and then another wad to keep the projectiles from falling out. This, however, was always a last resort. Gun barrels were even less durable then.
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