Animation Binding

I have an animation on a 3d shell sort of thing that is transparent and surounds a bullet. The animation has it spinning around and moving a bit back and forth, but thats not particularly important. When the bullet fires, it doesn't move with the bullet, even though it is under the bullet's prefab. Anybody know whats going on? I can't find any outside factors that would be causing it to stay.

Animation can override position of your object, but if it's parented to another object then it should move with the parented object.