While you shouldn't be too concerned about roughhousing, you should set some limits so no one gets hurt (and your lamps and chairs don't get broken). Here's how:
Lay out ground rules. Even a 3-year-old can follow simple, concrete instructions. If pretend gunplay is never okay in your house, say so, and enforce your rule consistently. Make it clear if your child can do karate chops in the backyard, say, but not the living room. Be specific about what is allowed, too, and praise your child for following the rules.
Put safety first. Give your child examples to help her understand what's acceptable play and what's not: She can throw soft toys but not hard or sharp ones. Jumping on her bed might be kosher, while jumping off onto someone else is not. And it's never okay to hurt someone.
Don't ban roughhousing. If you outlaw her antics, she'll miss out on a great way to blow off all that preschooler energy. Some kids like to make loud noises or throw things just because it's fun; it doesn't mean they're destined to be school shooters.