Oh crud! I should have checked the date of this post. In any case, this may be helpful information for others facing the same problem.
I'm so sorry about your dog. Call the local humane society, ask if they can recommend a clinic that will euthanize your dog for a minimal fee. The medication they use is very quick and causes a peaceful release.
Do not try to euthanize on your own. Many medications will just make your dog more miserable. A gunshot is legally allowed but you have to know where to place the gun to do it humanely. And really, could you live with that sight the rest of your life? CO (carbon monoxide) is not legal or considered humane either. Please check with low cost clinics to see if one will help you. The injection itself should not cost much.
DO not give your dog any human medication!!!! Many of these cause the opposite effects in animals (ie morphine in cats) so you will cause your dog more suffering
I would not recomend you ever trying to do this yourself. Im assuming you have a routine vet registered for your dog. In the UK they will 'put down' suffering animals and send you the bill later (giving you some time to save some money to pay it). Is that not an option?
Even people who shoot their animals often underestimate them. An animals skull is thicker than you'd think, so even a direct shot wont necesserily kill them instantly (unless you use a bazooka)