If it's new it should have included a manual that will tell you what kind of projectiles and powder you can use in it. If it isn't new it wouldn't hurt to write Remington and request a copy of the manual.

I'd be extremely surprised if they recommend against using the pellets, though. A different question to ask is whether or not your game laws allow the use of pellets. Here in Colorado they do not.

My friend has one and he burns 3 pellets. Just to be sure though email remington and ask and first find out if your state alows pellets.