I think that like alcoholism and other addictions, (not saying being gay is an addiction) there are genes that make it more likely that someone might turn out gay, but studies have shown that there's a bigger correlation between being raised by single, overbearing mothers and going gay than any genetic markers. Just like alcoholism and violent behavior, though, certain decisions have to be reached to actually act on behavior, or to even allow such behaviors and thoughts to stay with you.
Just to add a second layer to this discussion, and before I say this-no, I am not a homophobe, nor do I think gays are inferior to straight people, but wouldn't arguing the existence of a gay gene be arguing the genetic inferiority of homosexuals? Since natural selection doesn't work on people anymore-for example, disease/natural predators aren't as big a deal-to preserve the gene pool, evolution would have to force a mutation to prevent mating. I know it sounds harsh, but it's logically sound, unless I've somehow missed how evolution works. Just food for thought.
As for the homosexuality in nature argument, I don't think that is TRUE homosexuality. It seems to be more of a dominance thing. For example, when one male dog humps another male dog, pleasure centers of the brain are NOT activated, similar to (most) men in prison, it's a way to show dominance, not attraction.