* Biden says 'critically important' to act on guns
* Gun control lobby NRA headed to White House on Thursday
* Wal-Mart, the top U.S. gun seller, will attend meeting
By John Whitesides and Mark Felsenthal
WASHINGTON, Jan 9 (Reuters) - Vice President Joe Biden said on Wednesday the White House is determined to act quickly to curb gun violence and will explore all avenues - including executive orders that would not require approval by Congress - to try to prevent incidents like last month's massacre at a Connecticut school.
Kicking off a series of meetings on gun violence, Biden said the administration would work with gun-control advocates and gun-rights supporters to build a consensus on restrictions. But he made clear that President Barack Obama is prepared to act on his own if necessary.
"We are not going to get caught up in the notion that unless we can do everything, we're going to do nothing. It's critically important that we act," said Biden, who will meet on Thursday with pro-gun groups including the National Rifle Association, which claims 4 million members and is the gun lobby's most powerful organization.
Biden, whose panel was formed after 20 schoolchildren and six adults were killed on Dec. 14 by a gunman at an elementary school in Newtown, Connecticut, has been ordered by Obama to come up with policy proposals on guns by the end of January.
The vice president said there was a consensus on "three or four or five" steps regarding gun safety, but did not specify what they were.
"There are executive orders, executive action that can be taken. We haven't decided what that is yet," Biden said, adding that Obama is conferring with Attorney General Eric Holder on potential action.
Biden's group is expected to recommend to Congress the reinstatement of an assault weapons ban that expired in 2004.
The Washington Post has reported the group also will ask Congress for broad restrictions that include tracking the sale and movement of weapons via a national database, and stiffer checks on the mental health of prospective gun buyers.
During his daily briefing, White House spokesman Jay Carney declined to discuss any action Obama might take on his own on guns. "Those decisions haven't been made," Carney said.
The Connecticut school shootings galvanized activists on both sides of the gun-control issue. In Washington and across the nation, the slayings inspired new calls for more restrictive gun laws and led gun-rights advocates to mobilize in opposition.
Obama promised to put gun control at the top of his agenda after he begins his second term on Jan. 20, but the issue will have to compete with a crush of other priorities including a looming budget confrontation with congressional Republicans.
There have been other pushes for gun control in recent years, but such efforts were typically blocked by the influential gun lobby, which enjoys widespread support among Republicans and significant backing among Democrats as well.
But now, "the president and I are determined to take action," Biden said at Wednesday's meeting with gun violence victims and gun-control advocates.
"This is not an exercise in photo opportunities or just getting to ask you all what your opinions are. We're reaching out to all parties on whatever side of the debate you fall," he said.
Wal-Mart Stores Inc, the largest U.S. gun seller, also will participate in Thursday's White House meetings. Wal-Mart reversed its initial decision not to send anyone to the Biden gathering to share the company's position.
"We underestimated the expectation to attend the meeting on Thursday in person, so we are sending an appropriate representative to participate," spokesman David Tovar said.
Dan Gross, president of the Brady Campaign to End Gun Violence, attended Wednesday's meeting and told reporters there was broad consensus on strengthening background checks and a general convergence of ideas on many other restrictions.
"What the gun lobby is trying to do is drag ... the American public down into the same old political debate," Gross said.
Even without action by Congress, Obama could issue orders to improve background checks on gun buyers, ban certain gun imports and bolster oversight of dealers. Other executive orders could improve information sharing among law enforcement authorities about illegal gun purchases, and maintain data on gun sales for longer periods.
Obama has said he believes most Americans support the reinstatement of a ban on the sale of military-style assault weapons, barring the sale of high-capacity ammunition clips, and a law requiring background checks on buyers before all gun purchases.
It is unclear whether any of those measures will have more support in Congress after the Connecticut massacre than they did after previous mass shootings.
With the federal outcome uncertain, some states are taking action on their own. New York Governor Andrew Cuomo pledged to enact the country's strictest assault weapons ban and outlaw all high-capacity magazines.
"Gun violence has been on a rampage as we know firsthand and we know painfully," Cuomo said on Wednesday in his annual State of the State address, committing New York to leading the country in enacting new gun control laws. "We must stop the madness, my friends."
In neighboring Connecticut, Governor Dannel Malloy urged U.S. lawmakers to tighten federal gun control measures in response to the shooting at Sandy Hook Elementary School.
"As long as weapons continue to travel up and down (interstate highway) I-95, what is available for sale in Florida or Virginia can have devastating consequences here in Connecticut," said Malloy, who paused and fought back tears, his voice cracking, when discussing the tragedy at Sandy Hook.
A federal appeals court signaled on Wednesday it is prepared to uphold one of the few gun control measures put forward so far by the Obama administration - a regulation designed to detect the sale of semi-automatic rifles to Mexican drug cartels.
Gun retailers and manufacturers, including a trade group based in Newtown, said the rule is burdensome and violates federal law.
The measure requires stores in the four U.S. states bordering Mexico to send a notice to federal law enforcement whenever someone buys two or more of a certain kind of high-caliber, semi-automatic rifle with a detachable magazine.
The court is expected to rule on the case within the next few months. During a hearing on Wednesday, the court's three judges repeatedly questioned whether the rule created too much extra work for gun sellers and manufacturers.
In Colorado, prosecutors ended their pre-trial case against accused movie house gunman James Holmes by showing photos he took of himself by cellphone, posing with firearms and body armor.
The photos capped three days of hearings in which prosecutors laid out their case for putting him on trial. Defense lawyers declined to present evidence or witnesses of their own.
The onetime neuroscience doctoral student is charged with multiple counts of first-degree murder and attempted murder for the 12 people slain and dozens of others wounded in the Denver suburb of Aurora in a July shooting attack.