Let us not feel too sorry for ourselves just because one nut with a gun -- all right, one more nut with a gun -- has tried to kill a president. By any balanced comparison with what has befallen other democratic countries over the last 10 or 20 years, the United States has had a fairly easy time at the hands of what could be called political voilence.

We have, to be sure, a wracking crime problem, which some of the Marxist-minded among us see as a kind of class war. We have developed, furthermore, a nearly fool-proof system for distributing handguns throughout the population, especially to the criminal elements -- a perverse flowering of the capitalist system.

Aside from a few Weatherman types during the Vietnam period, however, political violence has been little known in this country. It has been regarded as the affliction brought on the Old World and the Third World by class, ethnic, racial or ideological tensions from which the United States, much more of a melting pot than we grant these days, has been relatively free.

That we have no serious problem of political violence may not seem all that grand a deliverance to the large number of individual Americans either directly victimized or indirectly intimidated by crime. To understand the dimensions of the gift, it perhaps help to note the special difference when terrorists target their true victim, the state.

In a situation of crime in America, the individual can at least hope to call on the state for security. In a situation of terror such as Europe experienced in the 1970s, the very integrity and institutional continuity of the state may be in the balance.

But there is another broad reason why political violence is a relative stranger here. It came to me sharply this week as I took in the shooting of President Reagan and, at the same time, finished reading Claire Sterling's new book, "The Terror Network: The Secret War of International Terrorism."

The reason is, in short, that the Soviet Union does not seem to have tried in the United States to stir, steer or otherwise use the available local forces, ,such as they may be, for purposes of terrorism, as it has tried elsewhere, mostly at two removes: through Palestinians or Cubans (or East Europeans) and then through indigenous disaffected individuals or groups. Or if the Kremlin has made such an effort here, it has flopped.

Sterling's book is a hot political item, and people are being classified according to their judgment of it. Good. It is a worthy measuring rod. Put me down as pro-Sterling. Some neanderthals of the right are lapping it up, but that is all the more reason to keep them from capturing her independent work. Fair-minded people prepared to look reality in the eye will, I believe, end up on her side.

Sterling's claims of a Soviet had are actually quite restrained. As one who has worked abroad as a journalist for 30 years, she is thoroughly familiar with the local conditions and grievances that are the necessary initial breeding ground for terror -- far more familiar, I might add, than people who suggest she is a simple conspiracy theorist.

But she has the political intelligence to see, and the intellectual courage to acknowledge, that assorted movements of the left (and not only of the left) have used and have been used by the Soviet Union and its proxies and agents. The resulting arming, outfitting, training, financing and coordinating helped convert terror in Europe from a cottage industry to a full-fledged industrial economy. Though none finally succumbed, Italy, Germany, Spain, Turkey and Ireland were brutalized on an enormous scale by a Soviet-encouraged program to, as one terrorist put it, "outrage the state in every way."

Sterling's picture is the more credible for the fact that most of its pieces were laid out in public view through the '70s -- in scattered newspaper reports, trials and memoirs. But it is a picture that I did not recognize in the whole and that other in the West, included many politicians and intelligence people, hesitate to recognize to this day.

Some part of the lag can be explained by the difficulty of establishing that the Soviet Union, which professes to abhor terrorism and which conceals its role in the promotion of it, could be a party to terror in states it claims to respect. Much of the hesitation borne of an alleged shortage of "evidence" will not, I believe, survive a close reading of Sterling's book. The strength of leftist political movements and myths in the West has also contributed to the lag, as has a becoming liberal reluctance to play into the hands of crude anti-communists.

All this is no consolation for the havoc wrought by our lone American cowboy gunmen. In bearing the one burden, however, we are entitled to be grateful that we are not also bearing the other.