Well Iceland actually is a part of Europe

Gun control is pretty strict here but once you have gone through a course that the government has it is fairly easy from there. There are many stores in Iceland that sell guns and ammunition and you can also require a license to load your own ammunition. But here you are required by law to own a gun safe if you own more then 2 guns (don't ask me where they came up with that number). It's all pretty easy but a little time consuming.