Who made the first ammunition?

The Chinese as they invented black powder. Their first chronicled use of fire spears, or fire lances, was in 1132 at the siege of De'an.

http://en.wikipedia.org/wiki/Gunpowder

And for an idea of what a fire-spear/fire-lance is:

http://en.wikipedia.org/wiki/Fire_lance

Because of the early uses of black powder and such, we probably never will know who exactly made the first ammunition for firearms.