was conducting a charter flight from Cross Lake to Oxford House, with a pilot and 9 passengers, including two infants. On approach to Runway 04, the a/c encountered a rain shower which reduced the visibility and resulted in the pilot's decision to execute a missed approach. On the overshoot, the pilot raised the gear and circled for the approach to Runway 22. Just before touchdown, the pilot heard the stall warning horn and realized that the gear was still retracted, but it was too late and the a/c settled onto the runway. The pilot and passengers exited the a/c without injury. The a/c sustained damage to the propellors, belly, cowlings, flaps and cockpit windows. The pilot reported that the gear warning horn did not activate. The operator said that the gear horn was checked as being serviceable about 20 flight hours before the accident. It is set to activate if the throttles are retarded below 20 inches manifold pressure if the gear is not down.