Cameron and Chuck have it right. Cameron quotes ATF, Chuck USPS. Print those, and your counter agent should cooperate. You must declare it as a firearm.
You may also mail a gun to yourself. I did just that recently, retrieving my 'Florida gun' from my dad's house (not going to pay Florida shooting rates, screw 'em, I'll shoot at home!).
The interesting thing is that FedEx wants to rape you by insisting that firearms go by P-1 method, which is their most expensive service. There is no reason for this, other than greed. USPS Priority mail is a good bit less expensive, and guess what? It travels on a FedEx airplane!
