A good question

As you surely know in the Usa you can bring a gun or any kind o weapon with you and it's totally legal.

It's because in their laws they say that you have the right to protect yourself. The problem is that everyone has a weapon in his car because they know that other people do the same, so there are often shootings in the middle of the street which usually conclude with injured people or deaths.
Moreover, you don't need a licence to get a gun and there aren't any controls, so it's very difficult to know who is the murderer and catch him because the police don't have any list or other type of document with the names of weapons owners.
Weapons in the USA are sold as if they were bread or any other product of a supermarket.

The question is: Is it a good way to ensure our self protection?
I think that it isn't. Society had gave the power of justice to the government (the police), it's their job to keep the peace and protect the society so let them do their job.