Well, depends what you mean by "shooting game". The
MMOFPS genre (as it is known) is still rather a niche field, so not many games are available in that field.
However, there are plenty of free online multiplayer shooting games. Not MMO's, but server-client room games.
Examples include FEAR Combat, the full multiplayer part of FEAR which has been released for free by Sierra (Won't post a link, as the game is rated Mature; unsure whether that would be allowed)
and
Gunbound, which is a Worms-style 2d shooter (as in Worms Armageddon-era, not post-Worms 3D)
Two that I personally enjoyed.