Yeah man, those ARMA developers, they must be as dumb as a doornail. Let's correct this mistake:

http://www.youtube.com/watch?v=Hx9qtZHzncw

Depends on the bullet used. Modern "insensitive munitions" are quite resistant to shrapnel etc. So small-to-medium calibre rounds might struggle to set off explosives packed inside something if they fragment or lose significant energy before they impact the explosive component.

Obviously, large-calibre rounds or smaller rounds fired directly at explosives would almost certainly still manage to set off even an IM charge.

The US and UK militaries have already largely replaces TNT with equivalent Insensitive Munitions such as IMX-101 (using NTO & RDX compounds) because they're much safer to transport and are unlikely to explode in the event of fire or shock.

Modern explosives need a blasting cap to go off. C4 won't detonate when set on fire, submitted to heavy blows or when it's shot at (queue Mythbusters video). I'd expect all explosives to be that stable by the year 2035. The fact that mines can be detonated by gunfire is simply because they're armed and the fuse is triggered when it is disturbed. IRL not every shot would lead to a detonation, most hits would probably render the mine inert.