Internet sales

In my case I purchased an air rifle from https://airrifle.co.nz and they emailed me a copy of the form with their details on it.  I simply added my details and took it to the nearest police station in Dannevirke who verified my ID and forwarded to the arms officer at Palmerston North who then emailed the dealer approving the purchase and the dealer couriered the gun directly to me.  More details on this process can be found here 

I know some dealers will only send guns to another dealer who then charges you "handling fee".   

As other dealers had told me they could only send a gun to another dealer and not directly to me I did go to the local police station and asked if this was the case before committing to the purchase.

Not sure how this works for a private person selling an air gun to another private person.  I know of at lest one person selling a number of guns on TradeMe who is saying he will only send guns using Gun City which adds $100 over and above the actual courier fee.  Of course this is not much use if the nearest gun city is over an hour away as it is in my case.

Your best bet is to go to the nearest police station and ask.  Also depending on what you are buying, there may be another forum member who would be prepared to collect the gun for you and sort out getting it to you.