call the police[AHEM! HERE IS A BETTER ANSWER]Step one: Try to remember where you last saw the diamonds.Step two (TWO FOR TWO): Try to find themStep three: Draw up a list of possible suspectsStep...
Have someone call the police and have them come get it. It could have been used in a crime, and you could be implicated if you keep it. Also, guns are dangerous if you don't know how to handle them....