Someone else must have shot the Lion!

A Boy visited Doctor to ask him something that was troubling him 

Boy: Doctor, my Girlfriend is pregnant, but we always used protection and How come is it possible? 

Doctor : Let me tell you a story 
      There was once a Hunter who always carried a Gun wherever he goes. One day he took his Umbrella instead of his Gun and went out. A Lion suddenly jumped in front of him. In order to scare the Lion, the Hunter used the Umbrella like a Gun and shot the Lion, then it died! 

Boy: Nonsense!! Someone else must have shot the Lion! 

Doctor : Good!! You understood the story.... I think now you got the Answer