I'm no lawyer, but...

Seems that the shipping dealer was acting as an agent of the seller, thus you should have recourse against both the seller and the shipping dealer, as well as UPS through their insurance (if purchased). Take lots of pics of the gun and the packaging as it arrived at your location. If it arrived today, take the pics today. If it's a digital camera, make sure the calendar and clock are set for today, and display a time stamp in the pics. Save all of the packaging.