A new two-stage gun was developed for solid-hydrogen-or deuterium-pellet formation and injection into plasma of thermonuclear devices. A cryogenic piston made from solid carbon dioxide was first used to compress and heat the propellant gas in the second gun stage. The piston was produced simultaneously with fuel pellets before each shot. Deuterium pellets with a 1.5-mm diameter and up to 5-mm length were accelerated to a speed of 1.7 km/s. The experimental results of cryogenic-piston formation with a 4-mm diameter and up to 30-mm length are presented.